[The Quatermass Experiment](https://www.imdb.com/title/tt0045436/) (1953, BBC), "A thriller for television in six parts", had episodes with individual titles.

Here's episode one - "Contact has been Established" - on YouTube - [https://youtu.be/79H--mAha_k](https://youtu.be/79H--mAha_k)

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](https://web.archive.org/web/20070806171559/http://www.purpleville.pwp.blueyonder.co.uk/rtwebsite/quatermass-article.htm)

  [1]: https://i.sstatic.net/inF5T.png