El Tango De Roxanne is one of my favourite tracks in the Moulin Rouge movie.
The main instrument is the violin, and backups include the cello.
It really is a song about a man who falls in love with a prostitute/cabaret dancer. Because that's also the theme of the whole movie anyway. It's that part of the show where Christian starts getting jealous and all, so it fit the mood (:
The tango is supposed to be the 'passionate' dance.
Just like rumba is the 'romance' of a relationship,
and lindy-hop is supposedly the 'bickering' bit.