I know there has been a DC interconnector between England and France since at least the 1950s, possibly earlier. The one-hour time difference between us, along with French working/dining hours tending to be a little different to ours meant that our peak demand times don't coincide, so the mutual benefits were recognized quite early on.

I've tried to track down some information on the net as to when it went into service, the original power capacity, and so on, but haven't been able to find anything.