Collective dance improvisation (e.g., traditional and social dancing, contact improvisation) is a participatory, relational and embodied art form which eschews standard concepts in aesthetics. We present our ongoing research into the mechanisms underlying the lived experience of togetherness associated with such practices. Togetherness in collective dance improvisation is kinaesthetic (based on movement and its perception), and so can be simultaneously addressed from the perspective of the performers and the spectators, and be measured. We utilise these multiple levels of description: the first-person, phenomenological level of personal experiences, the third-person description of brain and body activity, and the level of interpersonal dynamics. Here, we describe two of our protocols: a four-person mirror game and a rhythm battle' dance improvisation score. Using an interpersonal closeness measure after the practice, we correlate subjective sense of individual/group connectedness and observed levels of in-group temporal synchronization. We propose that kinaesthetic togetherness, or interpersonal resonance, is integral to the aesthetic pleasure of the participants and spectators, and that embodied feeling of togetherness might play a role more generally in aesthetic experience in the performing arts.