A simple test with Mathematica indicates that for the associated Legendre polynomials $P^m_l$ the following relation should hold: $$ \lim_{\vartheta\rightarrow 0} P^m_l(\cos\vartheta) =a_{lm} \vartheta^{|m|}+{\cal O}(\vartheta^{|m|+1}).$$ However, I cannot find an asymptotic expansion like this anywhere. Can the value of the first expansion coefficient $a_{lm}$ be determined explicitly as a function of $l$ and $m$?
Here are the first few values of $a_{lm}$
\begin{array}{r | c | c | c | c |c } m\text{\\}l & 0 & 1 & 2 & 3 & 4\\ \hline 0 & 1 &1 &1 &1 & 1 \\ 1 & &-1 &-3 &-6 & -10\\ 2 & & & 3&15 &45 \\ 3 & & & & -15 & -105\\ 4 & & & & & 105 \end{array}
The closest formula I could find, was the trigonometric expanion formula in Abramowitz, Stegun (8.7.1 p. 335). But it is explicitly only valid for $0<\vartheta<\pi$ and it does not yield the values shown inside the table.