Fred And Ginger are great of course, and so are members of the cast that surround them, such as Edward Horton and Eric Blore. And then there's the amazing songs by George and Ira Gershwin, like "Slap That Bass," "They Can't Take That Away From Me," "They All Laughed," and "Let's Call The Whole Thing Off." "They Can't Take That Away From Me" was nominated for Best Song at the 1938 Academy Awards, but was beaten by "Sweet Leilani" which, frankly, was a bad decision. "Sweet Leilani" is a fine song, but it's no "They Can't Take That Away From Me."
Shall We Dance also contains the wonderful scene of Astaire and Rogers doing a dance routine in the park while wearing roller skates. I went roller skating last autumn for the first time since I was a kid, and I was grateful to survive the experience without a fall just skating on a flat roadway. I can't imagine how hard it would be to keep your footing, tap dancing while on roller skates.