Mike:
My recollection is that there were a few early examples of Goodman soloing on a brass instrument. Your question prompted me to browse through the early years of Goodman's recording career as documented in Russ Connor's "Benny Goodman - Listen to His Legacy." Here are two cases that he lists:
(1) 12/17/27. Ben Pollack and His Orchestra. On "Waitin' for Katie" Goodman plays a 2-bar introduction to Jimmy McPartland's cornet solo and then joins in on a three part trumpet/cornet chorus involving Jimmy McPartland, Frank Quartell, and Goodman.
(2) 1/4/28. Bennie Goodman's Boys. Goodman solos on both clarinet and cornet on "Jungle Blues."
I have both of these upstairs and will take a listen later.
Incidentally, no one seems to have mentioned either Jimmy or Tommy Dorsey. Although Jimmy was best known for his work on alto sax and clarinet and Tommy on trombone, they both soloed effectively in early years on cornet.
- Jon