indeed as mel notes above the following is in the NYPL dance coll.:
Fokine, Michel, 1880-1942.
"The dying swan," music by C. Saint-Saëns; detailed description of the dance by Michel Fokine; thirty-six photographs from poses by Vera Fokina.
New York, J. Fischer & Brother [c1925]
14,  p. illus. (incl. port.), diagrs. 30 cm.
Fischer edition, no. 5526
At head of title: Choreographic compositions by Michel Fokine.
The music is transcribed for piano solo by Alexander Pero.
Drexel Musical Fund.
incidentally i've located this devalois card i have which one might assume shows her in the swan solo in question here.