The best source for dance reviews is newspaper articles. US Major Dailies is the LCC Library's main newspaper database. You can find reviews going back to the eighties in the following newspapers:
Chicago Tribune (1985-present)
LA Times (1985-present)
New York Times (1980-present)
Wall Street Journal (1984-present)
Washington Post (1987-present)
US Major Dailies also has periodical articles (newspaper articles) that are not reviews.
The New York Times Online
If you need articles from before 1980, be sure to check the New York Times. Create a NYTimes.com account and get free online access to the entire New York Times archive, from its beginnings to today's headlines. Access to archived articles from 1923 - 1980 is limited to 5 articles per day, and articles from 1851 - 1922 and from 1981 - to present have no limit to access.
After you have created an account, search the New York Times by clicking on the icon of the magnifying glass in the upper left corner of the website. The New York Times also has periodical articles that are not reviews.