Chicago Grand Opera Company's first ballet master was Luigi Albertieri (protégé of Enrico Cecchetti).
Based on a story by Oscar Wilde, Bolm's The Birthday of the Infanta had music by Chicago composer John Alden Carpenter and decor by the American designer Robert Edmond Jones.
In a later presentation of this ballet a young Chicago ballerina, Betty Felsen, starred as the Infanta.
Subsequently, he helped establish Chicago's Allied Arts, considered the first ballet theater in the United States, which he directed from 1924 to 1927.
Dunham, Ruth Page and Bentley Stone formed the Chicago Works Progress Administration (WPA) Dance Project and had significant success.