Phonograph Monthly Review magazine (1926-1932). I have been methodically plodding through this, issue by issue, and am about halfway through the run. One of its features was R. D. Darrell's monthly "Recorded Symphony Programs" - an overview of recorded orchestral works one might likely encounter in concert, with the aim of allowing the reader to recreate such a concert at home by means of records. The issue for April, 1928, gives an overview of orchestral recordings of Bach, and notes that Harriet Cohen's acoustical recording of the D minor concerto (BWV 1052) is the only "Bach piano concerto" yet recorded. Moreover, all the other Bach concertos (for violin) listed were acoustical recordings. In the very next issue, in the very same feature, mention is made of this French HMV recording of a concerto for three pianos, as having just been released:
Bach: Concerto in C Major, BWV 1064, for three claviers and strings
Hélène Pignari, Lydia Schavelson, Lucette Descaves, pianos
Orchestra conducted by Gustave Bret
Recorded November 2, 1927
HMV D 2080 and D 2081, two 78-rpm records
Link (FLAC file, 45.47 MB)
Link (MP3 file, 26.67 MB)
My copy, however, is from an English issue of five years later. Of the three pianists involved, I can only find out information online about Lucette Descaves (1906-1993), a pupil of Marguerite Long who went on to teach Pascal Rogé and Jean-Yves Thibaudet, among others. The name of Hélène Pignari (sometimes billed Pignari-Salles; I assume she married a Monsieur Salles at some point?) comes up sometimes in connection with recordings in partnership with violinist Louis Kaufman for Concert Hall, but of Schavelson I can find out nothing. If anyone out there knows anything more about these two ladies, please comment! The conductor, Gustave Bret (1875-1969) appears to have also been an organist and composer with a particular interest in Bach. In 1933 he directed a recording of the Vivaldi-Bach concerto for four keyboards (with Pignari again as one of the pianists) for French HMV, which can be heard at the CHARM website.
Thanks also to PMR, I have new information about this recording of the Bach Double Concerto by Anton Witek and his wife - apparently it was made at Bayreuth in 1928; for further details see my update to that post.