Here are some examples:
Capitalized:
* "The Tango is a passionate and sensual dance."
* "I've always wanted to learn the Tango."
Not Capitalized:
* "The tango steps are complex and require precise footwork."
* "The tango is a dance of close embrace."
It's similar to how you'd capitalize "Waltz" when referring to the dance, but not "waltz steps."