Beginning in 1910 Sergei Mikhailovich Prokudin-Gorskii used color photography to document the Russian Empire. He made black-and-white exposures with red, green and blue filters, then combined those images in the laboratory to create a color image.
More recently, the Library of Congress has purchased 1,900 of these photos, many of which are stored at Wikimedia.
All of the photos above are from the period 1910-1915, and are thus among the world's first color photos.
- Young Russian peasant women in front of traditional wooden house, in a rural area along the Sheksna River near the small town of Kirillov.
- A. P. Kalganov poses with his son and granddaughter… Kalganov displays traditional Russian dress and beard styles, while the two younger generations have more Westernized, modern dress and hair styles.
- Windmills on the Siberian plain.
- Fabric merchant near Samarkand.
- Alim Khan, emir of Bukhara.
- Uzbek woman at entrance to yurt in Turkestan.
And before THAT, of course, the world only existed in black and white.
Update - See the Comments for additional corrections and clarifications re the early history of color photography.