The attack on Pearl Harbor by the Japanese took the United States by surprise on Sunday, December 7th, 1941. It was morning in Hawaii when the attack began and early afternoon on the East Coast. Of the two commercial television stations in New York City (DuMont's W2XWV was still experimental) only NBC's WNBT was operating. The CBS station, WCBW, took Sundays off. WNBT had only two programs scheduled:
3:30-4:30PM - Millionaire Playboy (Film) 8:40-11:15PM - Hockey: Rangers vs. Boston, at Madison Square Garden 
Ray Forrest, WNBT's announcer, broke into the broadcast of Millionaire Playboy with news of the attack . According to The Magic Window: American Television, 1939-1953, news of the attack on Pearl Harbor constituted television's first bulletin and Sam Cuff of WNBT's Face of the War stood in front of a map showing viewers where the Japanese attacks occurred .
Despite Sunday beings its one day off, WCBW also put together broadcasts about the attack. Richard Hubbell and Robert Skedgell, as newsreader and news writer, respectively, produced two fifteen-minute newscasts Monday through Friday for the station. On December 7th, they went on the air in a hurry to cover the attacks at Pearl Harbor and elsewhere . The official "CBS at 75" time line states that:
John Daly of CBS News interrupts network programming to announce that the Japanese have attacked Pearl Harbor, Hawaii. CBS experimental station WCBW in New York goes on the air with a nine-hour broadcast on the attack on Pearl Harbor, which is the first television news instant special.
In Stay Tuned: A History of American Television, Sterling and Kittross write that "WCBW produced a 90-minute documentary on the Pearl Harbor attack, only hours after it happened" . I'm not sure whether that documentary was part of the nine-hour broadcast or not. And according to her biography at the Paley Center for Media's "She Made It" website, Frances Buss, who served as scorekeeper for CBS Television Quiz, helped out during WCBW's broadcast that afternoon.
Which station was on the air first? I can't say. Were other television stations across the country reporting the news of the Japanese attacks? Maybe. Do any recordings of these broadcasts exist? Doubtful.
2 Robinson, Marc. Brought to You in Living Color: 75 Years of Great Moments in Television & Radio from NBC. New York: John Wiley and Sons, 2003: 23.
3 Von Schilling, James Arthur. The Magic Window: American Television, 1939-1953. New York: Haworth Press, 2002: 41-42.
4 Allan, Stuart. News Culture. 2nd Edition. Berkshire, England: Open University Press, 2004: 40-41.
5 Sterling, Christopher H. and John Micheal Kittross. Stay Tuned: A History of American Broadcasting. 3rd Edition. New York City: Lawrence Erlbaum Associates, Publishers, 2002: 230.