A memorial--or, rather, a celebration--to honor the already legendary dramatic ballerina Nora Kaye was held Monday at the New York City Center. Kaye, who died Feb. 28, 1987, was a founding member of American Ballet Theatre, where she created the central role in Antony Tudor's "Pillar of Fire." After her retirement, she served as associate director of the company and later collaborated with her husband, film director Herbert Ross, in the production of several films, most notably "The Turning Point." Participants in the program included the legendary Cuban ballerina (and one-time Kaye colleague) Alicia Alonso and Dame Margot Fonteyn of the Royal Ballet. Also speaking or performing: Mike Nichols, Jerome Robbins, Leonard Bernstein, Barbara Cook, Bernadette Peters, Lynn Seymour, Leslie Browne (a special Kaye protegee) and Isaac Stern (Kaye's previous husband).