An amazing film clip that may not date “between the wars,” but the dance being performed in it (The Cakewalk) is alluded to in the next video.
A more in-depth discussion on the dance is linked here.
Film source: LibraryOfCongress.gov
“Five African Americans–three men and two women–perform a cakewalk, a dance featuring fancy strutting that was named after the prize awarded in the original contests. The dancers wear rather formal attire, with the men in dark suits and black tie and the women in full-length, high-collared dark dresses; one woman carries a small American flag. As they step in place against a light background, the center male–holding up a top hat and twirling a cane–moves toward the camera and briefly performs some fancy steps. As he moves back, the man at the left end of the line does a quick twirling step and links arms with his partner. The other two dancers also pair off as the center male leads them in a strutting movement around the stage. When they return to the original line, all five step towards the camera with the center man slightly ahead of the others. The film ends just as they stop the cakewalk.”
United States: American Mutoscope and Biograph Company, 1903.
Copyright: American Mutoscope & Biograph Co.; 11May1903; H31674.
Filmed at the Biograph New York City studio, perhaps on the roof.