This is an incredible movie sequence, indeed. Many thanks for alerting us to it. Meanwhile Hartmut Rietschel added interesting information on various Lakota people presented in the film. See Hartmut's notes following.
In 1925 the Sioux troupe seen in the film was arranged for their European trip by the Miller Brothers' 101 Ranch and engaged by Bertram Mills for his Christmas Circus in the Olympia, London. Later, in 1926, nearly all of these Lakota performers would work for the German circus Sarrasani in Dresden.
We can make out Black Horn and his wife Bessie (his shirt with the beaded hands is now housed in the Denver Museum of Natural History, Francis V. and Mary W. Crane American Indian Collection, # 11450). Then there are Jim Sweet Grass, Mark Sitting Spider, Marshall Rising Hand, William and Sarah Rising Hand. The man wearing sun-glasses most likely is Hollow Horn, sun-glasses being his trademark. There also is a portrait of him by the Munich painter Elk Eber, depicting him with this object so important to him.
The older lady is Lena Two Two, with her new husband Henry Kills Enemy. Lena's former husband, Edward Two Two, in 1914 died in Essen (Germany) and is buried in the New Catholic Cemetery (Neuer Katholischer Friedhof) in Dresden. His grave is still preserved, and good contacts with the family of his descendants have been established.
Jennie LaPointe is also mentioned in this group's list of names. She was an aunt of Ernie LaPointe (Sitting Bull's grandson), but she cannot be detected in the film.
Finally, William and Sarah Ghost Bear are presented. In 1926 Sarah died during a performance of Circus Sarrasani in Essen. She had been crippled by a stroke, and when a fire broke out in one of the tipis she was unable to save herself.