Here's a 1901 effort at record-play, using a selenium cell. The author draws a parallel to motion pictures, but DOESN'T realize that the two forms of recording could be done in parallel on the same piece of film.
The author does mention one advantage that isn't obvious. Developing the film wasn't necessary, because the negative already has the variations in negated form. Unlike pictures, waves sound the same either way. So a film recording could be played immediately without the need for expensive and messy developing. Developing was only needed if you wanted to print many copies for distribution.
Talkies began with a phonograph cylinder and a silent projector running at the same time. Laying the sound track and vision track on one film didn't happen until 1925.
It would have been possible in 1900, and probably even in 1895, simultaneous with the development of the movie itself.
One important delaying factor was amplification. Supplying sound to a theater required tube amplifiers, which didn't start until 1910. Even so, the first movie "theaters" were peep shows for one watcher, and those could have used a selenium cell with headphones.
A selenium cell is just a wide-ranging variable resistor. (2k bright to 100k dark by my measure) When placed in series with typical 3k earphones, it would give a wide range of current through the phones, not needing amplification. The Optophone worked that way.
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** A playback method might have been possible using existing technology. If the needle was writing the wave with sticky ink on a metal surface, you could then etch the metal, leaving the sticky area elevated. The elevated wave could then be replayed with a similar needle and diaphragm. Of course this would never have been necessary. As I've pointed out, Edison's wax cylinder would have been technically easy in 1500 AD, and technically possible in 300 BC. Technology wasn't the limit. PURPOSE was the limit. Nobody wanted to record and play sound.
The current icon shows Polistra using a Personal Equation Machine.