I'll show a very easy tutorial how to make some unit dance like in lots of video.
First, open data editor>actor>search for zealot(unit)
Go event>scroll up (or not, anyway)
R-click>add event>Msg Type change to Unit Birth; S-name-Zealot
Action: Msg Type change to animation play; name-anything u like; Ani prop-Dance; Flag-play forever. Hit OK.
Now go to terran and put some Zealot, and u will see them dance right immediately or test for clearer (Like hell, i hate to see zealot dance)
There are some more unit can dance too: Thor, marine, marauder, hydralisk, zergling. While the marauder dance forever too, the other don't. May be u know some trick that i don't to make them dance forever, if so plz tell me.