Maybe I'm the only person who had never seen this before, but I was browsing for online videos to see what Jack Benny tv shows were available for online viewing, and I came across this little gem.
http://video.aol.com/video-search/The-S ... 4163036362
It's a 23 minute movie short featuring Jack Benny, filmed in 1929. He does a brief monologue, and his style is amazingly similar to how he later did them on television over 20 years later. The picture and sound are extremely good, considering the ade of the source material. Turner Classic Movies must have done a fantastic job of restoration on it.
Ethan