Hi,
Many have been done already. Various sources you might want to look include
Merle Johnson's MT Bibliography, Thomas Tenney's Mark Twain Reference Guide
and all its supplements in ALR, The Mark Twain Circular and the Mark Twain
Journal.
Also, take a look at the Clemens section of the "Bibliography of American
Literature in Periodicals" published by the Periodyssey Press. It gives a
compact list of 1st appearences.
Lastly, take a look at "The Oxford Companion to Mark Twain" by Camfield. It
has a nice chronological listing by title.
I am sure I missed some but this should be a good start.
Angelo