But do you know that there are more than forty codigos of how to behave, from when you enter the milonga until you leave? There is etiquette to cover every situation (before it becomes a "situation").
Many foreign tangueros don't know or care about "old-fashioned" rules from a time and culture gone by. But the Argentines have been dancing tango in Buenos Aires for 150 years and have figured out a few things about how to conduct themselves at a milonga. The tried and true codigos are for everyone's benefit.
Tourist dancers in Buenos Aires sometimes rebel and want to act as they are used to at milongas in their countries. But out of respect for tradition, the local tangueros, and the tango itself, it behooves one to learn and follow at least the most important of the codigos while dancing in the traditional milongas of Buenos Aires.
I'm not going to list them here, because you can find the "rules" elsewhere on the web. Suffice it to say they are all about common courtesy. Here are some sites that discuss the codigos: La Milonga (español), Tango Chose Me,
Tips for Cabeceo Success, Crossroads, and once more a great article from Tango and Chaos--All the Meat on the Fire.