First Entry (home video)

 was a 2021 P.R.O.B.E. Case Files short film released by BBV Productions. It was created to be exclusive to the P.R.O.B.E. Case Files - Volume 1 DVD, taking place before most of the Case Files earlier released and being presented as "Episode 1". It would eventually be offered as an individual download on the BBV website in 2022.

Bridging the gap between When to Die and the Case Files, the short featured Hazel Burrows reprising her role as Liz and took place immediately before her wedding to Patricia Haggard.

Publisher's summary
Liz Shaw hands over the responsibility of P.R.O.B.E. Director duties to Giles, as he records his first Case File entry. Reflecting on the history of P.R.O.B.E. & looking to the future…

Plot
Giles begin recording the first of his video diaries as P.R.O.B.E. Director, but quickly cuts himself off to look to Liz, who is standing in the doorway, ready to leave. He complains that he doesn't know what to say, not having any recent case to report on; Liz suggests he start at the beginning, and explain P.R.O.B.E.'s history and its areas of expertise for the benefit of Sir Andrew, before leaving to attend to her wedding preparations.

Giles uneasily explains that he has just made P.R.O.B.E. director.

Cast

 * Giles - Bill Baggs
 * Liz - Hazel Burrows

Uncredited cast

 * Daniel O'Kane - David Terence (archival footage)
 * William Bruffin, Emerson - Mark Gatiss (archival footage)
 * Colin Dove - Sylvester McCoy (archival footage)
 * Daniel Matthews - Christian Purcell (archival footage)
 * Peter Ward - Paul Reynish (archival footage)

Crew

 * Written by - James Hornby "with the help of Lucy Wood-Ives"
 * Art - Warren Lewis, Callum Brown
 * Theme - Mark Ayres
 * Logo - Lucas Kovacs
 * Editing - Bill Baggs

Worldbuilding

 * Liz reminds Giles that he needs to record the video diaries because "Sir Andrew" wants to know "what P.R.O.B.E. gets up to".
 * She notes that video diaries weren't "how she and Patsy did things"; the "original Case Files" were written reports.

Story notes

 * This story contains footage from all five of the original feature-length P.R.O.B.E. films, presented as in-universe archival footage. No credits are given to the actors who thus "reappear" as their characters from those films.

Continuity

 * Liz is going to marry Patricia Haggard. (HOMEVID: When to Die)
 * Liz was a founding member of P.R.O.B.E. in the 1990s, (HOMEVID: The Zero Imperative) having been chosen for the job based on her earlier experience working for "a special unit" of the United Nations. (TV: Spearhead from Space, etc.)
 * Giles notes that notable cases documented in the Case Files from Liz and Haggard's era of P.R.O.B.E. included "the investigation into the strange patients of the Hawthorne Clinic", (HOMEVID: The Zero Imperative) a "bloothirsty cult led by a young student believing himself to be reincarnated", (HOMEVID: The Devil of Winterborne) a "dangerous flesh monster" (HOMEVID: Unnatural Selection) and "the controversial execution of the 'super-soldier', Paul Reynish". (HOMEVID: When to Die)
 * One of the matters Giles hopes to investigate now that he is in charge of P.R.O.B.E. is the mystery of the Shadow People. (WC: Shadow People)