Dutch thereminist Thorwald Jorgensen has posted an excellent historic recording of Lucie Rosen on YouTube. His quote is below...
'Rare recording of Lucie Bigelow Rosen doing a practise session with her pianist (approximately 1939/1940). This recording served for study purposes for mrs. Rosen herself, and wasn't meant to be published. These days it's considered to be an interesting historical document of Theremin culture in the 30's. Listening to this recording you can't help but wonder what her playing would have been like during an actual concert. The recording is followed by an interview with the Dutch radio which mrs. Rosen gave during one of her European tours somewhere around 1936.'
Thanks Thorwald!