The Chicago Manual of Style, 17th Edition is the recommended citation guide for courses in dance history. See Chapter 15 for examples of citations for common resources such as books and articles, as well as resources you will encounter in dance or performance courses, including 15.57 (citing multimedia).
This guide from the Dance Research Journal also includes many examples customized specifically to dance resources (scroll about halfway down the page for the citation examples).
Print copies of Chicago, as well as the other citations guides used at Wake Forest, are also kept behind the Reference Desk on Wilson 4. You can borrow them for use within the building, and also for consultation with the librarians and student assistants, who are glad to help with any questions you have.