One of the challenging consequences of dementia is the change in relationships that can co-occur with the progression of this condition. Despite this well-documented change, few arts-based interventions target the relational dimension of dementia. This study aims to explore the effects of one arts-based relational intervention: a movement program designed to foster connections within a group of persons with dementia. We used ethnographic methods—including participant observations and informal interviews—to understand the relational effects of this program conducted by two dancers and a musician. The movement sessions were video recorded, and participant movement trajectories were analyzed for different ways in which they created connections. We identified two types of connections—nonreciprocal and reciprocal—and four subtypes of connections—connection to exercise/music, connection to participant, interpersonal connection, and group connection—that participants engaged in during the movement program. Despite most participants not remembering the previous movement sessions, they experienced increasing numbers of connections over the course of the program, particularly reciprocal interpersonal connections. Participants explored new forms of moving and creatively transformed the movement structures proposed by the dancers. The results demonstrate the effectiveness of this program in augmenting connections and fostering exploration and creativity in individuals with dementia, providing a template for further developments of interventions targeting the relational dimensions of dementia. This study also highlights the potential of combining ethnographic methods and video analysis to include the perspectives of persons with dementia in research.