THIS IS one of those weekends when a dance lover wishes she could be in several places at once. Here's why:

There is nothing quite like seeing the Dance Theater of Harlem put its inimitable stamp on a classic work. On the first weekend of the company's two-week run at the Kennedy Center, the must-see ballet is "Fancy Free," Jerome Robbins' 1944 portrait of three sailors on 24-hour shore leave in the big, bad city of Manhattan. Set to Leonard Bernstein's irresistibly jazzy score, this dance requires masterful technique, comic finesse and a keen sense of rhythm. The six featured dancers have them all, and they're so at home with their roles that they become not only performers, but also lovable, fallible people.

The troupe also brings its invigorating style to Billy Wilson's "Concerto in F," with George Gershwin's celebrated piano work as its structural compass. It was originally created for Alvin Ailey's company, and Wilson has revised it for DTH by having the women dance in toe shoes.

Other weekend highlights include John McFall's "Tocata e Due Canzoni," which had its world premier Wednesday; Robert North's macho fest "Troy Game"; and DTH's fine version of "Giselle," which takes place on the Louisiana Bayou.

Meanwhile, upstairs in the Terrace Theater, American Ballroom Theater turns social dancing into theatrical nirvana. The familiar steps of the waltz, tango, quickstep and rhumba have been choreographed to a fare- thee-well by John Roudis, and the four couples who perform them are this era's answer to Astaire and Rogers.

And just a few short blocks away at Lisner Auditorium, our own Washington Ballet is presenting its winter season. Resident choreographer Choo San Goh unveils his newest opus, "Unknown Territory," set to a score by Chicago composer Jim Jacobson. Rounding out the program will be Goh's "Schubert Symphony" and "Serenade," one of George Balanchine's most pristine and mysterious ballets.

DANCE THEATER OF HARLEM -- Through February 16 at the Kennedy Center Opera House. Call 254-3770 for program information.

AMERICAN BALLROOM THEATER -- Friday at 7:30, Saturday at 2 and 7:30, Sunday at 2 and 7:30 in the Kennedy Center Terrace Theater. Call 254-3770.

WASHINGTON BALLET -- Friday at 8, Saturday at 2 and 8, Lisner Auditorium, 21 & H streets NW. Tickets $17.50, $15. Call 432-0200.