Her mother, Etta, was a Howard University-educated music teacher and her father, John, was a minister who was the leader of the Pickaninny Troubadours, a group mainly consisting of child performers.

By the time she was 15, she learned to play cello, bass, banjo, violin, mandolin, harp, accordion, clarinet, trumpet, and saxophone.

Her solo career began when she joined a popular revue called Holiday in Dixieland, after exiting an abusive marriage.

[3] According to a jazz radio show that aired on October 28, 2017, Snow said she was arrested in Europe, apparently going to jail for theft and illegal drugs.

[9] It was rumored that her friendship with a Belgian police official helped her to board a ship carrying foreign diplomats.

Valaida Snow died aged 51 of a brain hemorrhage on May 30, 1956, in New York City, backstage during a performance at the Palace Theater.

This quote was from a phone interview by Giovanni Russonello, who on February 22, 2020, published her belated obituary in The New York Times,[15] as part of the "Overlooked No More" series.

"[15] In interviews after returning from Europe during World War II, Snow claimed she had been in a Nazi concentration camp.

According to Brown, on September 15, 1939, Snow's manager Earl Sutcliff was advised to leave the country to escape the violence that was taking place in Europe.

Instead, her manager was forced to leave due to drug-related charges; upon arriving in New York he was the first one to state that Snow was allegedly being held in a Nazi concentration camp, where he had nearly escaped.

In October of 1941, Snow was living under some sort of surveillance in Copenhagen until she was detained with no criminal charges on March 12, 1942, and sent to Vestre Faengsel.