Before the golden era of sci-fi, the 1950s, there were a few early pioneers which helped pave the way. Science, and space travel were still a bit too fanciful to really capture audiences' imaginations. Nonetheless, a few film makers dared look into the future, or to the stars for their fiction. The movie serials of Flash Gordon and Buck Rogers belong in this era too.
Aelita: Queen of Mars -- an obscure 1924 Soviet film about a Russian engineer shortly after the revolution, who creates a ship to travel to Mars. There, he finds a monarchy which oppresses its workers. They spark a proletariat revolution on Mars. The sets and costumes for "Mars" are dramatically Constructivist.
Metropolis -- Fritz Lang's 1927 epic about the world of the future in which the elite's party in penthouse gardens while the workers toil in a grim underworld. The sets, lighting and directing are good examples of the German Expressionist style.
Things To Come -- 1936 British film tracing the history of "Everytown" (London) from the 1930s to 2061. Based on HG Wells book, "The Shape of Things to Come," but actually better than the book. Traces the destruction of old world civilization by a devastating World War and the rebirth of a new world order -- and the launch of a moon mission!
Buck Rogers -- serials ran the late 1930s, remade into a feature film in 1953.
Flash Gordon: Looks like I need to review these.