Monkey on Their Backs
Monkey on Their Backs is an anti-heroin PSA created by National Clearinghouse for Drug Abuse Information (part of Substance Abuse and Mental Health Services Administration, which is now called as National Clearinghouse for Alcohol and Drug Information) in the early 70's.
It first shows a wind-up monkey crashing its cymbals as a little girl's voice says, "They say, people addicted to heroin have a monkey on their back. Isn't that cute?". Suddenly, the wind-up monkey stops playing as the camera zooms in on the monkey's face, which suddenly switches to a still of a real-life monkey screaming at the viewer, accompanied by a loud primate scream. White text appears reading "Why do you think they call it DOPE?". This is generally considered to be the very first video ever made which can be called a screamer as we know it today, even though the term wasn't coined until the 2000's, when online pranks like Kikia and What's Wrong became popular.
NOTE: The following video contains a screamer!