Probably the first Sci-Fi film in the history of cinema: Metropolis, was first released in 1927 and was directed by Fritz Lang.
The film is set in the futuristic city of Metropolis. Masked under the science fiction veil, lies the actual meaning of the film: the gap between the workers and the owners in a capitalist society.
I have only seen bits and pieces of it, when I was in college, in my History of Cinema class and I remember I was amazed by how everything was so well put together. I now want to see the whole, remastered, full cut version of it which come out later this year.