Glenn Gray and his orchestra at the 1939 World's Fair in New York. This is taken by an amateur and is without sound. The person behind the camera gives us the blow by blow though as "Glenn Gray opens a grove for the Jivers." We see swing and charleston dancing with some fun transitions between, a few pair of stylish saddle shoes ahead of their time, quite a few people swinging out, a couple or two ballroom dancing, and at least one pair doing what looks like a bit of ballroomin' too! And I'm not sure what it is, but some of them do what looks like an 8-count east coast when there's no space (rock step, step, step-step, step).

And my favorite part is all the ladies leading! And those swivels!

It didn't come with sound, sorry about that, it disappointed me too.

You can find and download (digitalizations of) the original here (under a Creative Commons Public Domain License):
http://www.archive.org/details/Medicusc1939_8
And wiki it here: http://en.wikipedia.org/wiki/1939_New_York_World's_Fair