In 1936, American choreographer Martha Graham declined an opportunity to appear at the Olympic Games in Germany. It was a rare moment of political dissent; Graham, who had several Jewish dancers in her then-decade-old company, refused to participate in a spectacle rife with Nazi propaganda. Instead, she made “Chronicle,” a three-part modern dance work responding to and resisting the rise of fascism in Europe. “Chronicle” premiered in December 1936 in New York. And it closed the Martha Graham Dance Company’s 100th anniversary program, performed Saturday night at the Auditorium Theatre in the company’s first fully produced visit to Chicago in...