I waited until 25 to evolve my Nincada into Ninjask so it (and the resulting Shedinja) would learn Swords Dance, but then I checked Shedinja and it didn't know Swords Dance! I also tried this with Agility and Baton Bass (two of Ninjask's other level-up moves) and they didn't work either...
Did Gamefreak change something so Ninjask's moves aren't passed on to the Shedinja?
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It used to be possible in Generations III and IV, to get a Shedinja with one Ninjask move by evolving Nincada at the necessary level and letting Ninjask learn the move immediately afterwards. I don't know why they changed it this time, but they did.
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