Harlequins are a specialised type of masked dancing jester (
https://en.wikipedia.org/wiki/Harlequin).
The Eldar in 40K (Space Elves) have Harlequins, which are a bit like Wardancers in space. Wardancers are common in Wood Elf armies (
https://warhammerfantasy.fandom.com/wiki/Wardancers).
Dark Elves have a number of units similar, but not identical to, Wardancers - Black Ark Corsairs (Dark Elf Pirates), Sisters of Slaughter (Dark Elf Gladiators), and Witch Elves (Dark Elf Witches) (
https://warhammerfantasy.fandom.com/wiki/Dark_Elves#Military).
The High Elves, being nobles, don't actually have any units like the Wardancer (
https://warhammerfantasy.fandom.com/wiki/High_Elves#High_Elf_Infantry).
I hope this helps with some flavour, and remember, if the Elves can do it, then chances are some Humans in the Old World will do it too.
Of course, if you see wardancing as more of a martial art, then perhaps they come from somewhere like Nippon, Cathay, or Ind?