The invention of film/cinema brought the possibility of combining music and moving images. The advanced in technology helped with this process as it allowed more possibilities.
Music videos have been around since the 1920's, many musicians such as Bessie Smith, made short films to accompany popular songs. This could be seen as one of the first times use of film/cinema came into play.
Bob Dylan 1965- Films "Subterranean Homesick Blues" as a segment for D.A Pennebaker's film, "Don't look back"- and is credited as one the first modern music videos.
Bohemian Rhapsody in 1975, by Queen was marked the beginning of the video era and set the language for the modern music video. Considered one of the first to use advanced visual effects.
They used effects such as: Fade in/out, Zooming In, Close-up's, cross fading and more.