I recently stumpled upon a very cool site devoted to Walter Lantz ... no, I'm not talking about my own site. I am talking about this site:
Check it out. It includes information about the famous Lantz charaters, as well as information about Lantz, and his cartoons are listed by each year! The listing of cartoons is excellent.
It appears his first cartoon was called Race Riot, an Oswald cartoon:
Release Date: 9/2/29
Direction: Walter Lantz
Story and Animation: Walter Lantz, "Bill" Nolan, and Tom Palmer
Synchronization and Score: Bert Fiske
Check out the listing of cartoons on this site. You'll be impressed.