I don't understand what you mean by "shows" having always been filmed 16:9. If you mean TV shows, no, they weren't always shot in a 16:9 widescreen format. They were done in the squarish format that predominated from the late 1940s till the early 1990s or so.
If you mean feature (theatrical) films, they were not always shot in 16:9 or any widescreen format either. The whole elongated rectangular image business came about in 1953 and '54 when the big studios, namely 20th Century Fox and Warner Bros. invented various formats to compete with TV, which was leeching off audiences like crazy once prices of sets came down. I don't remember which came first, Warner's Cinerama or Fox's CinemaScope, but I do know the latter was around in '54. (Indeed, if you have heard the 20th Century Fox Fanfare - it's played at the start of Star Wars and lots of other Fox studio releases) the last half is called CinemaScope Extension and it was composed by Alfred Newman.) The widescreen format was deliberately made to not be compatible with television screens of the time and thus created a need to resort to pan-and-scan re-edits of widescreen movies so they could be aired on TV (and, later, stored on videotape and sold as "fullscreen" videos).
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