The myth of Danae and the shower of gold appears on several vases dating back to the 5th century BC. See for example this krater:
and this calyx:
To dispel any doubt regarding which myth is portrayed on these vases, notice how in the second picture the female character is labelled "Danae". Also, the back of the same calyx depicts another scene from the same myth, namely the making of the wooden chest in which Danae and the newborn Perseus are thrown into the sea by Akrisios (also named on the vase).
According to Timothy Gantz (Early Greek Myth: A Guide to Literary and Artistic Sources, p. 302) both scenes appear often in 5th century vases, "with Danae frequently holding up her skirts to catch the rain".