By which I mean, who were some of the earliest stars (preferably superstars) who were free agents and not exclusively bound to one studio?
The earliest American movie star who had control of his movies was G. M. “Broncho Billy” Anderson, who co-founded his own production company Essanay in 1907. He was the “A” in Essanay (Spoor & Anderson).
Up until the late 40s, stars were bound to studios. A few lucky ones (like Anderson or Chaplin or Keaton or Arbuckle) were able to produce their own films, and there was United Artists, which was run by the founding actors. However, in those cases they still were bound to a studio – their own. And often those who had their own production companies had agreements with studios for distribution.
If you mean actors being fully free to pick their own projects, that didn’t occur until the breakdown of the studio system.
You might want to check out the Wikipedia article on United Artists the company formed by Mary Pickford, Douglas Fairbanks, Charlie Chaplin and D. W. Griffiths in 1919 as a challenge to the power of the then established studios.
In his autobiography Charlton Heston wrote aboute the breakdown of the studio system, because the contract for the very first movie he’d signed on to do, Dark City, with Hal Wallis, allowed him the freedom to do other projects as well, he wasn’t bound to a studio. Heston said he wasn’t the first, and mentioned Marlon Brando doing a similar deal the year before(1948 or 49). Hestion said he was happy with the deal, because he never really intended to be a movie actor anyway, he and his wife were both stage performers. But fate took him in another direction.
I’d have to go back through my books and notes, but a lot of early (silent) stars were not so much freelancers as “studio-hoppers.” Rather than the classic 5-year contracts of the 1930s, they would spend a year at one studio, a year at another, and so on. Also a lot of loan-outs. So someone like Gloria Swanson or Valentino may have had their biggest successes at, say, Paramount, but signed with half-a-dozen studios at the height of their careers.
Things tightened up considerably in the '30s, but even stars like Barbara Stanwyck hopped regularly from RKO to Columbia and back.