The LoC offers an important collection of early films on-line including Thomas Edison’s two well-known early films, Buffalo Dance and Sioux Ghost Dance. See https://www.loc.gov/collections/edison-company-motion-pictures-and-sound-recordings/?sb=date
The LoC also holds other early ethnographic films, including ‘classics’ such as Edward C. Curtis’s In the Land of the Head Hunters, Robert Flaherty’s Nanook of the North and Trance and Dance in Bali, by Gregory Bateson and Margaret Mead. It holds a number of films by Paul Fejos, including Jungle of Chang and The Yagua. Access to these films is possible through a Reader Registration process. http://www.loc.gov/rr/readerregistration.html