It was not until 1907 that an exclusive theatre for films was constructed. It was the Elphinston Picture Palace in Calcutta. The first feature film to be made in India was Raja Harishchandra. Dundiraj Govind Phalke made the film that was screened for the first time on May 3, 1913 in Mumbai's Coronation Theatre.
In 1918, the Government, in order to place control on films, started the Censor regime.
Also See
History 2 - World To Miracle Of Cinema