I am primarily curious about physicists or mathematicians, like, say, Poincare, Lorentz, Heaviside, etc. I would like to put voices to the faces and achievements.
Well there could be two possible answers here depending on which you care for the most. Is it Audio or Film?
Sound with film didn't come into play till the 1927 with the release of the Jazz Singer. Moving Images however date back to the 1890s, with 1902 seeing the release of the 'Man on the Moon'
https://www.youtube.com/watch?v=uBL7V3zGMUA This is first audio piece I could find, and apparently the voice in the recording is the voice of Edouard-Leon Scott de Martinville. Who created the machine. This pre-dates my Jazz Singer's film, however Jazz Singer is the first film to have accompanying sound.