Play-by-Play (1888)

“The wire from the Polo Grounds into the Evening World’s office, bringing the special report of the game, had added to it the wire and circuit connecting with the instrument on the bulletin platform, and play by play the pegs told the story of the game, fresh from the scene of the struggle.” Evening World (NY), October 16, 1888, p1

Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1ST USE. 1912 (New York Tribune, Oct. 15; Edward J. Nichols).