This must be it below. Too bad, I would have liked to have seen it. There's some good documentaries (in bad resolutions) available on YouTube about Cole and his work. The thing that I find to be sheer genius about Cole was that he combined the orientalist movements of Denishawn with jazz dancing and it felt seamless. I call the Denishawn stuff orientalist but they did do quite a bit of almost anthropological research on the different dance forms from Asia, etc. Check out "Not Since Ninevah" from the 1955 KISMET.