Monkey on Their Backs was an anti-heroin PSA created in the early 70's. It first shows a wind-up monkey crashing its cymbals as a little girl's voice says, "They say, people addicted to heroin have a monkey on their back. Isn't that cute?". Suddenly, the wind-up monkey stops playing as the camera zooms in on the monkey's face, which suddenly switches to a still of a real-life monkey screaming at the viewer, accompanied by an extremely loud primal scream. White text appears reading "Why do you think they call it DOPE?". This is generally considered to be the very first video ever made which can be called a screamer as we know it today.
NOTE: The following video contains a screamer.