Here’s the schedule for NBC’s experimental station W2XBS in New York City for the week starting Sunday, August 20th, 1939, straight from television listings printed in The New York Times. There were several feature films, including The Marines Are Coming from 1934 and Abraham Lincoln from 1930. According to the IMDb, the movie shown on Friday, August 25th (A Man and His Wife) was a French film called Un homme et sa femme. Interestingly, it was released only five months earlier on March 27th.
Then, on Saturday, August 26th, the very first major league baseball games were broadcast when the Brooklyn Dodgers faced the Cincinnati Reds in a doubleheader at Ebbets Field. An article in The New York Times reviewed the game the following day:
It was not the first time baseball was televised by the NBC. Last May at Baker Field a game between Columbia and Princeton was caught by the cameras. However, to those who, over the television receivers, saw last May’s contest as well as those yesterday, it was apparent that considerable progress has been made in the technical requirements and apparatus for this sort of outdoor pick-up, where the action is fast. At times it was possible to catch a fleeting glimpse of the ball as it sped from the pitcher’s hand toward home plate. 
Read more about the May 1939 baseball game here.
Tuesday, August 22nd, 1939 
12-1:00PM – Student Discussion of the European Situation; Films; Georgina Dieter, Singer; News.
8:30-9:00PM – Film, “The Marines are Coming,” with William Haines and Conrad Nagel.
Wednesday, August 23rd, 1939 
12-1:00PM – Film: Army War Games, Plattsburg; George Ross, Broadway Columnist; News.
Thursday, August 24th, 1939 
12-1:00PM – “Facts and Fancies,” Alice Maslin; News.
8:30-9:30PM – Film, “Abraham Lincoln,” Walter Huston.
Friday, August 25th, 1939 
12-1:00PM – Madge Tucker’s Radio Children; Films; “Oddities in Hatwear,” Frances Hidden; News.
4-5:00PM – Air Corps Manoeuvres at Mitchel Field, N.Y.
8:30-9:30PM – Film, “A Man and His Wife,” with Harry Baur.
Saturday, August 26th, 1939 
1:30-5:15PM – Baseball: Dodgers-Cincinnati at Ebbets Field.
2 “Today on the Radio.” New York Times. 23 Aug. 1939: 43.
3 “Today on the Radio.” New York Times. 24 Aug. 1939: 40.
4 “Today on the Radio.” New York Times. 25 Aug. 1939: 36.
5 “Today on the Radio.” New York Times. 26 Aug. 1939: 11.
6 “Games Are Televised.” New York Times. 27 Aug. 1939: S4.