With financial sponsorship from the Daily Mail newspaper, the Marconi Company was persuaded to broadcast the world's first live recital by a professional musician - the legendary Australian diva, Dame Nellie Melba.
She opened her recital at 19:10 on 15 June 1920 by singing Home Sweet Home and after other popular favourites and several encores, closed with the National Anthem - bbc 
http://web.nfsa.gov.au/olcmedia/audio/00047729.mp3 Home Sweet home. Composed by Henry Bishop. Dame Nellie Melba is accompanied by Sir Landon Ronald. Details of recording session unknown but possibly recorded c1923.
In a makeshift studio at the Chelmsford factory, using a microphone created with a telephone mouthpiece and wood from a cigar-box.
The museum has a wonderful collection of early radio apparatus include this historic example of an early microphone. The base is singed '1920 Nellie Melba'. - bbc
Her voice, carried from an aerial with towering masts, was heard from as far as Iran and Newfoundland, and it has been suggested that the signal was received so strongly at the Eiffel Tower in Paris that gramophone records were made.