The Spot
It seems that The Spot was actually the first ever show produced for the internet. Originally I wasn't sure if anything was filmed for that, as it looked to just be blogs of characters in the story, but then I did find that there were episodes, although basically all lost:
https://en.wikipedia.org/wiki/The_Spot
https://books.google.com/books?id=ykpK7s3PmoMC&printsec=frontcover#v=onepage&q=the%20spot&f=false
https://web.archive.org/web/19970616113427/http://www.thespot.com:80/classic/classic-intro.html
https://web.archive.org/web/19970617182555/http://www.thespot.com:80/thespot/view/flicks/
https://web.archive.org/web/20050217235946/http://www.thespot.com:80/brynn091304.MOV
https://web.archive.org/web/20050218000830/http://www.thespot.com:80/reed091304.MOV
https://web.archive.org/web/20050218001447/http://www.thespot.com:80/carrie091004p1.MOV