Cohen on the Telephone, also known as Cohen at the Telephone is a comedy monologue which is believed to be the first to sell a million copies. It was released on both cylinder records and 78 rpm records.
It was first recorded in London on July 1913 by Joe Hayman for Regal Records and was issued in the U.S. by Columbia Records.
Note that a 1922 issue of The American Magazine states that it actually sold more than two million copies.
Hear it at the Internet Archive.