"Scientists running the High Resolution Imaging Science Experiment, known as HiRISE, on NASA's Mars Reconnaissance Orbiter have processed more details in an amazing image their camera captured as the Phoenix spacecraft descended through Mars' atmosphere during its landing on May 25, 2008. New analysis has turned up what likely is Phoenix's heat shield falling toward Mars' surface, they conclude. HiRISE, run from The University of Arizona, made history by taking the first image of a spacecraft as it descended toward the surface of another planetary body."
Editor's note: Oh, I am not sure about that. As a NASA Watch reader pointed out, there are images, such as this one of the Apollo 11 Eagle as it descended to the lunar surface .... and then, of course there were the Ranger probes who televised their own descent to the lunar surface.