According to an engineering website, it was W3XK, which got an actual TV licence in the U.S. way back on July 2, 1928! That's an incredible fact if it's true and they insist it is. But of course, others also lay claim to being the first, so in that way, it's a lot like the WWJ-KDKA-CFCF radio controversy that will never completely be resolved until someone invents a time machine.

What would a TV station in 1928 show? The article says it started with simple silhouette figures but eventually progressed to real black and white pics. Who could actually see this "station" is another story and it didn't last more than a few years before fading to black. 

One other interesting factoid is about a TV station that still exists today. WRGB Schenectady, N.Y. was licenced to broadcast television signals in 1928, and outside of the forced shutdown during WWII, has been on the air for an incredible 94 years!

The Early Television Museum