Cheek to cheek is a phrase that refers to two people with their heads positioned closely together, cheek to cheek nearly always describes two people who are dancing with their bodies held closely together in an intimate fashion.
If the phrase cheek to cheek is used after the word it modifies and describes the dancing (they danced cheek to cheek), then it is used as an adverb and is not hyphenated.
If the phrase cheek to cheek is used before the word it modifies and describes the dancers, (the cheek-to-cheek dancers swayed in the dark), then the phrase is hyphenated.
Dancing cheek to cheek became even more popular after 1935, when Irving Berlin wrote a song called Cheek to Cheek for the movie, Top Hat. The song Cheek to Cheek was sung by Fred Astaire as Ginger Rodgers danced with him. Cheek to Cheek is number fifteen on AFI’s 100 Years…100 Songs, a survey of film’s top tunes.
When a 4-year-old local girl gave her a bouquet, Crown Princess Masako greeted her cheek to cheek. (Japan Times)
Did an 88-year-old singer and a 29-year-old pop star really perform more than 30 songs without intermission, dance cheek to cheek onstage, whisper frequently into each other’s ears and, along the way, convey a sense of Jazz Age romance more typically encountered in Hollywood movies of the 1940s? (The Chicago Tribune)
I confess I wouldn’t mind a picture of Kylie Minogue, but not if she and I were cheek to cheek. (The Herald Scotland)
The lyrics from a song written in 1935 by Irving Berlin eloquently declare “and I seem to find the happiness I seek when we’re out together dancing cheek to cheek.” (The Post and Courier)
The singers showed off their undeniable chemistry as they cosied up on stage, even enjoying a sweet cheek-to-cheek dance at one point that left the stunning brunette seemingly a little giddy and embarrassed. (The Daily Mail)
Only the really outgoing stepped onto the dance floor for a cheek-to-cheek dance. (The Times of India)