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Anthropologist Jesse Fewkes (1850-1930) was the first to use the Edison phonograph for recording legends, songs, stories, rituals and so on of North American Indians, making him a pioneer in field recording. Work like his was essential to the preservation of vanishing ways and stories and languages and music, and provided inspiration to people like Frances Densmore, John Lomax and Herbert Halpert.  

This came up just now looking for a paper by Lord Rayleigh in the journal Nature, and to my surprise bumped into this short note by Fewkes in that issue for April 17, 1890 (volume 41, # 1068). This was undoubtedly the first notice of his field work reported outside of the United States.  Music in the Social and Behavioral Sciences: An Encyclopedia (edited by William Forde Thompson) establishes Fewkes as making the very first field recordings of any kind (page XXX, chronology).  

Recording sample via the Library of Congress, here. 

( “Mr. Phonograph.”  (1:11) Text in A National Project with Many Workers. Jesse Walter Fewkes talking to the new Edison cylinder recording machine in order to demonstrate its capabilities to a visiting Passamaquoddy man. Probably recorded in Boston, late 1890-early 1891. Jesse Walter Fewkes Passamaquoddy Cylinder Collection.)