- Founded America's first major black modern dance company, Ballet Negre, in Chicago, when she was 21. Alvin Ailey was among its first members.
- Eartha Kitt danced with her troupe from 1942 to 1947. She can be seen with Dunham's troupe in the film Casbah (1948).
- Butterfly McQueen, Gregory Peck, Harry Belafonte, Marlon Brando, José Ferrer, Sidney Poitier, James Dean, Shelley Winters, Shirley MacLaine, Jennifer Jones, and Warren Beatty all studied dance at her school in New York at one point or another.
- Among Dunham's first appearances on stage was as a fairy in the 1934 Hollywood Bowl production of 'A Midsummer Night's Dream', dancing alongside lifelong friend Butterfly McQueen.
- Pictured on one of a set of 4 USA 'forever' commemorative postage stamps featuring Innovative Choreographers, issued 28 July 2012. Others honored in this issue were Isadora Duncan, José Limon, and Bob Fosse. Price on day of issue was 45¢.
- She was awarded the American National Medal of the Arts in 1990 by the National Endowment of the Arts in Washington D.C.
- Adoptive mother of Marie-Christine Pratt.
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