Over at Collector's Weekly, Ben Marks traces the history of optical toys from the 19th century, from Thaumatropes to Phenakistoscopes (discs seen above) to Zoetropes. All of these devices played on the persistence of vision, the phenomenon in which a series of still images appears to be one continuous moving image.
Thaumatropes from the early 1800s are perhaps the first optical toys to suggest how tantalizing moving pictures could be. In 1825, a London physician named John Ayston Paris produced a set of six paper cards, which were packed in a round container and sold as a "Thaumatropical Amusement." The label on the container made the toy's educational and scientific purpose explicit: "To illustrate the seeming paradox of seeing an object which is out of sight and to demonstrate the faculty of the retina of the eye to retain the impression of an object after its disappearance."