One of the better-known dance illustrations from the Regency era is the 1817 "Group of Waltzers", an engraving by Jean Alexandre Allais (1792-1850) published in the February 1, 1817, issue of the ladies' magazine La Belle Assemblée. At left is a black and white scan (click to enlarge). A photograph of an uncolored original may be seen in the Digital Collections of the New York Public Library.
There are also some beautiful individually-colored versions floating around the net, which were probably pulled out of actual issues of the magazine (ouch!) A very nice one from the collection of author Louise Allen may be seen at the blog Jane Austen's London (scroll down), where it is mistakenly described as a picture of a waltz class, an error I have seen elsewhere as well. I'm not sure how the "waltz class" idea got started, but let's look at what was actually said in the pages of the magazine about this particular engraving:
The festive season of Christmas ushered in that period when Terpsichore leads her light footed and youthful votaries to the gaily-lighted up dome; and Britain's daughters, unrivalled in accomplishments as in virtue and beauty, tread the mazes of the intricate dance to the sound of the melodious harp, the well-toned violin, and full martial band. The season for dancing, thus joyfully commenced, is now in its prime, and we have not only presented our fair readers with the most elegant dress for such an occasion, but we have added a group of dancers as an embellishment to our present Number.
--- from "General Observations on Fashion and Dress", La Belle Assemblée, February 1, 1817, p. 34
Weirdly, that little introduction is actually given after the description of the plate. Someone wasn't thinking when they did the layouts!