St. Louis Blues (1929) with Bessie Smith is what could be considered one of the first music videos ever. Here it is below:
The video above is from 1929 when video could only be recorded in black and white, this shows that technology was limited at the time of filming. For this reason there are no special effects. The music video is much more performance than anything else as it mainly shows the artist with their band performing so there is no narrative. The shots are mainly medium long shots. There are some tracking shots but not many. The tracking shots aren't particularly stable though.
Below is a timeline of music videos and how they have developed and evolved over time in the form of two slideshares:
Issues
As of 2014, in the United Kingdom, if a music video is considered overtly sexual, violent or explicit, they'll all be given age ratings. Music channels will not be able to broadcast these videos till past a certain time in the day.
A non-governmental organisation called the British Board for Film Classification (BBFC) is the organisation responsible for the age classification of music videos.
