What was the first anime to feature an OP/ED that was not performed by a Japanese group/artist?
In your eyes by Samantha Newark in Project A-Ko (1986)

The earliest use of an English song as an opening in the Japanese version of an anime I can find is In your eyes by Samantha Newark in Project A-Ko (1986), however, English songs were fairly common in versions dubbed for North America and Europe, often getting complete song rewrites instead of translations.

See the differences between Dragonball Z's English and Japanese openings for a good example of this.

Later on, however, when they stopped shipping new openings with anime (around 2000, for memory), English songs became more common, sporting names like Radiohead (Ergo Proxy, 2006) and Oasis (Eden of the East, 2009). An early and particular favourite of mine is Serial Experiments Lain's opening, Duvet by Boa (1998).