Many early science fiction and fantasy stories had frame stories explaining how knowledge of their events was acquired. In the case of stories set in the future, that would require physical orjects, or at least knowledge, to pass from the future into the past.
I thought of jack Williamson's The Legion of Space (1934) But the frame story says the account comes from a 20th century man who has prophetic visions of the lives of his future descendants.
And I thought of Mary Shelly's The Last Man (1826) set in 2073 to 2100,
Mary Shelley states in the introduction that in 1818 she discovered, in the Sibyl's cave near Naples, a collection of prophetic writings painted on leaves by the Cumaean Sibyl. She has edited these writings into the current narrative, the first-person narrative of a man living at the end of the 21st century, commencing in 2073 and concluding in 2100. Despite the chronological setting, the world of The Last Man appears to be relatively similar to the era in which it was written.
And I remember reading that one early science fiction story whose title I don't remember had a frame story where a meteorite contained a metal capsule which contained a written account of events in the future.
And I remembered a very early story which was supposedly translated from a physical manuscript from the future.
Edgar Allen POe's "Mellonta Tauta", set in April 2848, was published in Godey's Ladies Book, February 1849, and begins with:
TO THE EDITORS OF THE LADY'S BOOK:
I have the honor of sending you, for your magazine, an article which I hope you will be able to comprehend rather more distinctly than I do myself. It is a translation, by my friend, Martin Van Buren Mavis, (sometimes called the "Toughkeepsie Seer") of an odd-looking MS. which I found, about a year ago, tightly corked up in a jug floating in the Mare Tenebrarum- a sea well described by the Nubian geographer, but seldom visited now-a-days, except for the transcendentalists and divers for crotchets.
I note the "Toughkeepsie Seer" seems to be a scanning error for the "Ploughkeepsie Seer".