Danced with Colonel Wassily de Basil's Ballets Russes company from the age of 16. She danced in many productions including Les Sylphides and Le Coq d'Or, touring many countries including Australia with the company. At the age of 26 she married Australian Jim Barnes and moved to Australia retiring from dancing to raise a family.
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Born in Moscow, Anna Volkova began her dance training in Paris with former Imperial Russian ballerinas Olga Preobrajenska and later Lubov Egorova. She began her professional career with Colonel de Basil's Russian Ballet at the Alhambra in London in 1933 and then at Covent Garden in 1935. From 1935 onwards she was a de Basil dancer and travelled with them around the world until 1943.
Travelling on a Nansen passport, Volkova came to Australia with the Covent Garden Russian Ballet in 1938 and returned in 1940 with the Original Ballet Russe. In Australia she danced many important roles and was known in particular for her interpretation of the first Waltz in Les Sylphides. She also danced the Golden Cockerel in Le Coq d'or, initially understudying Tatiana Riabouchinska but then taking on the role as her own, Papillon in Le Carnaval, Frivolity in Les Presages, the Woman in Lutte eternelle and roles in Le Beau Danube and Graduation Ball.
Following the Original Ballet Russe Australian tour, Volkova toured with the company to South America, and was stranded in Cuba during the infamous Ballets Russes strike. She moved to Australia in 1945 to marry an Australian, Jim Barnes, and has lived in New South Wales since that time.
Anna Volkova died in Sydney on 18 August 2013.