Apart from Captain Marvel Fawcett also had other comics, some with time travel, such as Atom Blake who met himself in time in Wow Comics 2 and Nyoka, the Jungle Girl who traveled to prehistoric times in issue 10.

The earliest that I know of (courtesy of Buddy Lortie) is the continuing story of Mark Swift, his teacher Mr. Kent, and the Time Retarder, which ran in all seven issues of Slam-Bang Comics and finished its run in Master Comics 7. Another continuing character was Dr. Voodoo who began life in the comics as a jungle doctor, but had an adventure in the past in Whiz Comics 18 through 34.

As I find more of those, I’ll list them on my time-travel comics page.
Where are we going first, Mr. Kent?

Variants

(1)
  1. “Fawcett Comics,” |pending byline|, in Slam-Bang Comics 1, March 1940.