Thought this might be an interesting thread after coming across this site:
http://www.teako170.com/misc.html
Please correct any that may be wrong, this is just off my head.
First Rip Off Press Comic: God Nose (2nd print) (read somewhere it was Motor City Comic #1, but that's not correct?)
First Apex Novelties Comic: Zap Comix #1
First R. Crumb printed work by Plymell: The Last Times #1
First Plymell printed Underground Comix: Robert Ronnie Branaman (1963)
First Appearance of Mr. Natural: Yarrowstalks #1
First Appearance of Fritz the Cat: Help! #22?
First Underground Comix: Das Kampf (May 1963) by Bode? Robert Ronnie Branaman (1963) or Griffin's surf toons in ???
First recurring Underground character: ProJunior from Wild! fanzine.
First Last Gasp Comic: Slow Death Funnies #1
Update.
First appearance of Mr. Natural is Yarrowstalks #1.
First Last Gasp comic is Slow Death #1.