For formalized modes of entertainment, before the advent of the motion picture there was stage theatre: plays, opera, puppet-shows. The circus and the zoo were places/events people attended, as well as sport events (baseball games, etc.). Musical performances and dances were also a part of the social and entertainment calendars.
Also, like today, people got together to talk and the discussion was a mode of informal entertainment.
We haven't "let go" of many of these forms of entertainment as we've added movies, internet and television to our cache of diversions.