In the US movie industry, what is considered the first movie to ever have a sequel?

In the US movie industry, "The Fall of a Nation" (1916), directed by Thomas Dixon Jr., was the first film sequel. This movie was a follow-up to D. W. Griffith's "Birth of a Nation" (1915). Dixon Jr., who wrote the book that Griffith used as the source for "The Birth of a Nation", attempted to cash in on the success of Griffith’s controversial silent film by producing his own sequel based on a novel, called "The Fall of a Nation", that he wrote and published the same year.

Griffith’s "Birth of a Nation" chronicles the relationship of two families during the American Civil War and Reconstruction era, spanning several years and dramatizing the assassination of Abraham Lincoln. It was commercially successful but deemed heavily controversial (especially over time), as it featured white actors in blackface playing slaves. They who were depicted as unintelligent and animalistically aggressive towards women. In addition to portraying blacks as inferior, the film, based on Dixon Jr.‘s book "The Clansman: An Historical Romance of the Ku Klux Klan", glorified the Ku Klux Klan. "The Birth of a Nation" became a recruiting tool for the KKK and, oddly enough, is the first film to have been screened at the White House, for president Woodrow Wilson.

The sequel, "The Fall of a Nation", was billed as an “attack on the pacifism of William Jennings Bryan and Henry Ford and a plea for American preparedness for war”. It was an explicit pro-war propaganda film.