Here is an excellent general history that should answer your question: http://www.bgsu.edu/departments/tcom/hdtvhistory.html
From this it would appear that the first "digital" over-the-air HDTV broadcast in the United States was a test transmission from WETA in Washington, D. C. in March, 1992, followed by a public demonstration of same in May, 1992. The digital transmission system has been altered since then.
I suspect that the first "fully ATSC-compliant" over-the-air HDTV transmission has yet to be broadcast.http://www.avsforum.com/ubb/wink.gif
[This message has been edited by David McRoy (edited 07-24-2001).]