Valaida Snow, with the Ali Baba Trio, in a "soundie" from 1946:
She really did play the trumpet, but the solo at 1:28 is so clearly dubbed that presumably the same can be said of the whole performance.
This is fun: a video of the tap dancing Clark Brothers over Valaida's "I Can't Dance I've Got Ants In My Pants":
[Here's the original, with the Clark Brothers live at the Apollo, so you hear the taps and all.]
Not forgetting her fine version of the Duke Ellington standard, Caravan, from 1939.
More about her in this short video - "What an artist: she played trumpet, she sang, she danced, she did everything" - Fayard Nicholas. Her failure to hit the big time is blamed largely on her peripatetic ways, travelling round Europe (she was a friend of Josephine Baker), and her feuds with the likes of Ethel Waters. She spent time in London, and played up the star image - "She had a European car - an open car - and she had a footman, and a driver, and she had a pet monkey. And they were all dressed exactly alike - the driver, the footman and the monkey." Then she married the 19-year-old Ananias Berry, of the Berry Brothers dancing troupe....
There's also this:
While touring through Denmark in 1941, she was arrested by the Nazis and probably kept at Vestre Fængsel, a Danish prison in Copenhagen that was run by the Nazis, before being released on a prisoner exchange in May 1942. According to jazz historian Scott Yanow, "she never emotionally recovered from the experience".