One of the most memorable scenes in Woody Allen's semi-autobiographical film Radio Days, is a courting couple, sitting in their car after running out of gas, turning on the radio to catch Orson Welles' 1938 broadcast of War of the Worlds. The boyfriend, startled by the tale of doom and destruction, panics and runs away.
Portable media devices have been around a lot longer than you might think. Right from the early days of radio, portable receivers became a common feature of people's lives. They didn't need to be hefty valve radios, either, although there are photos showing people who did take those to the beach. Home-made cats-whisker radios hooked up to cheap Radio Shack ear pieces became the gate that opened the world of electronics to many engineers. Tinny sound and the interference prone AM bands left much to be desired, but on a clear night, a well-made radio could pick up signals from the other side of the continent.
If you look at the history of the gramophone record, things go back even further. Suitcase-style portable record players arrived on the scene in the early 1920s, after abortive attempts at launching devices in the US during the First World War. Decca was more successful in the UK, and its portable gramophones were widely used by troops in the trenches. Like many of their cabinet equivalents, these were purely physical devices, using handles and spring motors to power the turntable, and a convoluted set of horns and a soundbox for amplification. They weren't light devices, either, often weighing more than 15 pounds. But this was the jazz age, and Ford's Model T had introduced cheap personal transportation to the world. For the first time, you could grab some records, throw a picnic in the car, and get away from the city.
You can go back further still, to Edison's wax cylinder devices. Equipped with a hand crank, they could be used anywhere, for both recording and playback. If you filled a cylinder, you could just insert a new one; it was a process reminiscent of the later cartridge and cassette systems.
It was the arrival of electronics that really changed the world of portable media players. Portable radios were small enough to carry from home to the office; electric record players arrived in the 1930s, and the wind-up gramophone faded away. Portable record players kept a similar form factor to their gramophone predecessors, though electronics meant a significant increase in sound fidelity, along with active amplification.
In 1930 Galvin - now Motorola - sold the first car radio.