The Kitchen Lancers
Source: Traditional, interpreted by Roy Dommett; published in English Dance & Song, 1979 Volume 41 Number 3
Any suitable 32 bar tunes.
It is interesting to note that Roy gives La Russe as an example of a "traditional" dance, when, in fact, it was published in a dance manual in Glasgow around 1847. He also says, "make arches as in La Russe". The arches only started being used around the 1960s; prior to that it was just a Pass Through in La Russe, and the Lancers is still danced that way.
There is an excellent video of the Dufftown Dance Club dancing The Lancers almost exactly as Roy describes it below. It has an interesting Basket variant at 4:10 where the ladies hook underneath the men's arms. Dufftown is in the North of Scotland, near Inverness.
This video shows a dance called Swing Like Thunder, where the basket, at 1:12, is formed in a manner similar to Roy's description.
Of course when the Lancers was originally danced in the early 19th century the dancers would have been stepping all the way through, not walking. This video shows another interpretation of the dance, with lots of stepping.
For lots more information about The Lancers, please see this paper by Paul Cooper. For an American view, see Ralph Page's article.
Most groups these days don't dance the full dance. If you want to try a little bit of it, then the modern American dance in this video, based on one of the figures, and known as The Kitchen Lancers, is great fun.