According to conventional wisdom John Tyndall was the first to measure the variation in absorption of radiant energy by atmospheric gases and the first to predict the impact on climate of small changes in atmospheric gas composition. Overlooked by modern researchers is the work of Eunice Foote, who, three years prior to the start of Tyndall's laboratory research, conducted similar experiments on absorption of radiant energy by atmospheric gases, such as CO2 and water vapor. The presentation of her report at a major scientific convention in 1856 was accompanied by speculation that even modest increases in the concentration of CO2 could result in significant atmospheric warming.
Note: Here's the original account of her experiment. Mr. Connelley thinks it was not set up properly.