Where can I find DVD's to buy that show step by step how to do a famous dance from a movie scene?

You can check these sites out for type of dance steps  you want to learn! It would be a lot better than buying the movie and rewinding it trying to figure out the steps! ; ) There are many dvd's to select from so have lots of fun with them. ; ) Or take ballroom dancing classes they are a lot of fun! ; ) Its not just waltzes you also learn salsa, tango, fox trot & many others.
Tango videos & Tango DVDs - ballroom dance instruction!
Among the standard ballroom dances, the next in popularity behind the waltz and the foxtrot is the tango. Unlike waltz and foxtrot, tango steps should have a sharp staccato placement. Tango is also characterized by stunning, sharp head-turns. Many of the figures are provocative. The melancholy drone of the bandoneon, an instrument similar to an accordion, can accent the sometimes steamy choreography.

Dance Lessons 101 is the best starting point for Ballroom, Country, Swing, and Latin Dancing. This DVD is proof you can learn to dance without live lessons! You will be dancing the Slow Dance, Waltz, Swing, Salsa, Two-Step, Cha-Cha, Hustle, and West Coast Swing in a matter of minutes. Also referred to as the Ultimate Couples Dancing Instruction Video for Beginners, Dance Lessons 101 was designed and developed with the end-user in mind. Customer feedback received from Shawn Trautmans acclaimed DVD, the Couples Ultimate Dance Sampler, was the key to developing such a user-friendly and easy-to-follow curriculum. Now, with just one DVD, you can quickly learn eight of the most popular social dances.
Great reviews on this one! ; )