Choose a piece of colored paper for the background, and glue to the bottom or back of the box. Construction paper, scrapbook paper and wrapping paper will make ideal and colorful backgrounds for a shadow box.
Collect the items that will be placed in the box. Lay the pieces inside without gluing to make sure all items will fit. You may need to eliminated some items if space does not allow for it. Don't be afraid to overlap some pieces to help all desired items to fit.
Glue down all paper items and photos. A dancer may have dance programs, tickets to performances, news clippings from performances or flyers highlighting recitals. All these will work well to create a dance-themed ensemble.
Add additional items such as old dance shoes, ribbon from shoes or costumes, medals or awards, dried flowers from performances or a small trophy. Glue the items in place if necessary or if you feel they may easily topple over.
Use glitter and confetti to add finishing touches to the box. Sprinkle the decorations around the box to add a touch of sparkle.