And now, one of the last links to the legendary Ballets Russes, Anna Volkova, has died in Sydney aged 96.

Volkova danced with the Ballets Russes from the age of 16, at the peak of the troupe’s fame, performing in Covent Garden, as well as major cities all over the world.

Born in Russia in 1917, she moved with her family to Paris during the Communist Revolution, and began dancing at a Parisian studio run by two former Imperial Russian ballerinas.

Although she took to dancing relatively late, at the age of 12, the teachers were so impressed with her technique that they taught her for free.

But her father was strict and believed in education, insisting that she finish her studies before following her heart.

By the time she was 16, she had caught the eye of Colonel Wassily de Basil, who was on the hunt for dancers for his company, an offshoot of the original Ballets Russes, which was preparing for its first London season.

He offered her a place with the company for the summer, and although her father prevented her from travelling to America to dance, she continued training in Paris.

Volkova did eventually join the company permanently in 1933, dancing at dozens of venues in cities all over the world, although, speaking at the National Library in 2009, she maintained that Covent Garden was her favourite.

The company toured to Australia several times, where it was hugely successful.

Here, she was known in particular for her role in Les Sylphides, and as the Golden Cockerel in Le Coq d'Or, initially understudying the legendary Tatiana Riabouchinska, but then taking on the role as her own.

The National Film and Sound Archive even holds rare footage of her dancing the Golden Cockerel, which was played at the National Gallery during its 2011 blockbuster exhibition of costumes from the Ballets Russes.

Volkova met her future husband as the company boarded a ship in Fremantle for the long trip back home to England.

Jim Barnes was a member of a rowing crew bound for Henley to compete.

The two courted in London while the company was dancing another stint at Covent Garden, although they put off their engagement as the war was looming.

It would be six years before they met again; the Ballets Russes stayed in Paris, before sailing to South America, where they spent the bulk of the war performing in Chile, Peru, Argentina, Brazil, spending time in all the major cities.

During this time, Volkova was stranded in Cuba during the infamous Ballets Russes strike, which she said was one of the few unpleasant memories she has of her dancing career.

She and Barnes met up again in Sydney after the war, and she made the difficult decision to stop dancing altogether when she got married.

At 26, she wanted to start a family, and she knew from the experience of other dancers that she would not have been able to do both.

“At that stage and at that time, it would have been impossible,” she said.

The couple lived in Sydney and had two boys before Barnes decided he wanted to rejoin his farming family in country NSW and live on the land.

“I didn't know a thing about country life, especially not in Australia!” she recalls. ''I didn't even know the word 'jackaroo'!”

She remembers being appalled the first time she saw a sheep being shorn, but she eventually fell in love with the land, and the couple would stay on the farm for the next 26 years.

“Life was very rough, and you had to be tough. It was a completely separate life from the Australia I had expected,” she said.

And while she had many fond memories of dancing with the Ballets Russes, she never forgot the anxiety of working alongside the legendary “Baby Ballerinas”, the three young stars who overshadowed all the other dancers.

“We were in a way ‘friendly enemies’, like a large family. We disliked each other, but at the same time felt secure in numbers.”

She never danced again, although she ran dance classes for children for two years, before realising that her pupils weren’t very interested.

She was always surprised, later in the life, that people still cared about the Ballets Russes, as very few of the original dancers were still alive.

Anna Volkova died in a retirement village on Sydney’s northern beaches on Sunday night.