What was the first MD5 collision ever constructed?
Even though Dobbertin could not provide a real collision of MD5, I would say that Hans Dobbertin first publicly described MD5 collision(s) in "The Status of MD5 After a Recent Attack" (PDF) – that was in 1996. To the best of my knowledge he was one of the first who recommended to no longer use MD5 when collision-resistance is needed/expected/required.

On the other hand, the most famous is probably described by Xiaoyun Wang and Hongbo Yu in their paper called "How to Break MD5 and Other Hash Functions" (PDF) (Advances in Cryptology – Lecture Notes in Computer Science 3494. pp. 19–35.) which was published somewhere around 2004/2005 and the spear-head of dozens of alike papers which successively described optimized and related collision-attacks.

When you check their paper, you’ll quickly notice (page 1) that they also reference Dobbertin, which is why I think he should at least be mentioned in this context. His contribution provided the base.

From the paper by Wang and Yu: