The Quatermass Experiment (1953, BBC), "A thriller for television in six parts", had episodes with individual titles.
Here's episode one - "Contact has been Established" - on YouTube -
The title card looks like this:
[![A black and white image with white cursive text on a grey and black background. The text reads: Episode One, "Contact has been Established"][1]][1]
The episodes were transmitted live and recordings only exist of episodes one and two. There are some details of how the recordings were made here [1]: https://i.sstatic.net/inF5T.png