There are lots of "hidden" places to dance in a city as big as Memphis. Try American Legions, Eagles, Elks, Moose, Cats, Dogs- whooops, got carried away, but you know what I mean. They will have dancing- BUT, some of them have alcohol, so you might not be allowed unless with an adult. Most are just social dances, but some offer an hour lesson BEFORE the dance, which helps.
Now, in May, I think the 25th, there's a "swing weekend" in either Memphis or Nashville (I had the flyers, they are on the coffee table- let me find them because I know they've walked off and will need to be hunted up, and I'll post the dates and stuff for you)... Those are like "dance camp" almost- you have workshops (beginners to pros) all day long, food, music, I haven't been to one yet, but I'm definitely going to try for either the Nashville or Memphis one this year.
They're around, you just have to really keep your eyes and ears open for them. Check all your newspapers, too, and phonebooks, and don't forget, sometimes at restaurants with live music, or clubs, there might be flyers or announcements.