"My Eddie's not a bummer!"
Compensating for my chronic lack of an entertainment budget by snooping around the Internet Archive, I discovered that Eddie Cantor is particularly well represented on the site. You can see Eddie in action in A Few Moments with Eddie Cantor (1923), a DeForest Phonofilm produced years before talkies took hold with Jolson's famous appearance in The Jazz Singer. Like most of the Phonofilms, Eddie Cantor's film is "canned vaudeville" in the most literal sense. This is Cantor, the Ziegfeld Star, delivering songs and snappy patter on a darkened stage precisely as he had been doing before audiences on Broadway; this is Cantor before radio, before television, and even before his own two silent features, Kid Boots (1926) and Special Delivery (1927). Short of discovering sound film of Lincoln delivering the Gettysburg Address, you can't get much more historic than this. Whether or not he's funny here is almost beside the point. Fortunately, he is.. at least I think so.
In the Internet Archive's collections of 78s is the Collected Works of Eddie Cantor, a set of 30 mp3s running the gamut from early records to radio appearances. A keyword search produces even more material. Ain't the internet swell? DON'T YOU KNOW IT!!