Example of Foxtrot danced at the Savoy Ballroom in the 1930s.  Using clip from the documentary "Frankie Manning: Never Stop Swinging" (PBS, 2009).

It is documented that the dance most dancers where dancing at the Savoy when Lindy Hop was introduced was "Swing Walk" (aka, Foxtrot).  Foxtrot was also the most popular fast dance of the 1940s.

I asked Sugar Sullivan and Norma Miller what other dances where danced at the Savoy during the period.  Both confirmed "Foxtrot".

This is the first video evidence I have ever been able to find.