[ovao]

Doom 3 wasn’t necessarily the first game with fully-dynamic lighting/shadowing, but it was among the first to use what Carmack referred to as “fully-unified lighting”, in that no pre-baked lighting was used. There were some projection light hacks here and there, but generally speaking all lighting in Doom 3 was dynamic.

The original Quake used a mix of pre-baked lightmaps and dynamic lights, just like the original Thief; Quake 2 (the OpenGL renderer, anyway) added character shadows that’d react to dynamic lights, so in some cases Quake 2 actually got pretty close to the goalpost.

[rzzzt]

First in shadow volume rendering, maybe? Did anything else make use of this technique at the time?

[badsectoracula]

There were several other games that used volumetric shadows before Doom 3, AFAIK Neverwinter Nights and Morrowind are two. Even id's own Quake 3 (enabled by a console command) used it though it was a bit buggy.