Captain EO was the first 3D (or should I say 4D?) film I ever saw. I still remember Fuzzball flying over the audience and hovering within arms' reach. This 17 minute film is responsible for my initial interest in stereoscopic 3D.

Directed by Frances Ford Coppola, Exec-produced by George Lucas, music composed by James Horner, edited by Walter Murch.
The cinematographer was 3D specialist Peter Anderson who also shot T2 3D, Muppet*vision 3D, Star Trek The Experience 4D, and U2 3D.

Apparently the in-theatre laser and starfield effects are missing in the current release at Disneyland.

http://latimesblogs.latimes.com/lanow/2010/02/michael-jackson-fans-line-up-at-disneyland-for-return-of-captain-eo.html