THE METHODISTS apparently like to celebrate anniversaries. The First United Methodist Church, Martins Ferry, is celebrating its 200th anniversary this year Sept. 20-21. This souvenir programme of the First Methodist Episcopal Church in 1906 is based on the anniversary of activities in the 1930s when the church became more formally organized. The Martins Ferry church actually stems from a class begun by Catherine Martin, daughter of Ebenezer Zane and mother of Ebenezer Martin, the city's founder. During the September celebration, Ebenezer Martin will be portrayed at an "old-fashioned camp meeting" Sept. 20 in City Park, and his mother, Catherine, is to be portrayed at a special dinner after the Sept. 21 morning worship service.