Which was the first anime to feature a transformable robot? Even if Transformers count as anime (it was made by Americans and Japanese concept: Americans/Japanese, Americans producers, Japanese animation mainly so I guess it's debatable) there were shows with transformable robots before that (ie: Genesis Climber MOSPEADA).

Then, which was the first anime to feature transformable robots or at least one transformable robot?
As Makoto already mentions in the comments, depending on what you count as transformable the answers might differ a bit. 

But with the current scope the first anime to feature transformable robots would be Mighty Atom (Astro Boy) in 1963, shortly followed by Tetsujin 28 in the same year.

However, the first Japanese comic to feature this came out in the year 1934  strip was called Tanku Tankuro, which also is the name of the main character.

There is a very interesting topic about it over at the superherohype forums Which has some more in depth insight on transforming robots in Japan.