Roy’s death scene in Perestroika, though short, contains two songs in it. The first comes as the scene starts, as Roy is singing John Brown’s Body softly. The song is a marching song dating back to the American Civil War, sung mostly by Union (the Northern States) soldiers and abolitionists opposed to slavery. John Brown was a famous abolitionist who thought armed uprising was the only way to liberation. He was the first person hanged for treason in the United States.
“I, John Brown, am quite certain that the crimes of this guilty land will never be purged away but with blood. I had, as I now think vainly, flattered myself that without very much bloodshed it might be done.”
John Brown, last words.
As for why Roy Cohn would sing this song, it seems to be part of how the song describes John Brown’s march to Heaven, as Roy himself is soon to make that trip, according to him. He doesn’t seem to be convinced of abolitionism in any way.
The other song in the scene is sung by Ethel Rosenberg, at the acting of Roy, who pretends to be so delirious that he’d confuse Ethel with his mom, and she sings Tumbalalaika.
Tumbalalaika is a Yiddish/Russian folk song. Its title comes from two words, Tun, which is the Yiddish onomatopoeia for a sound, and Balalaika, which is a Russian stringed instrument.
The song itself is a love song about a boy who has to make his mind up about who to be with. The body of the song is a to-and-fro where the boy riddles a girl, who answers in kind. The full text can be accessed here.
The part that’s included in the play reads, in English:
A young boy stands
And he thinks,
Thinks and thinks
A whole night:
Whom to take
And not to shame,
Whom to take
And not shame,
Tum-ba-la, tum-ba-la, tum-balalaike,
Tum-ba-la, tum-ba-la, tum-balalaike,
Tum-balalaike, play balalaika—
Though nothing is said about it, the fact that it’s a love song explicitly between a boy and a girl seems to point towards Roy Cohn’s hidden sexuality, as it is the ghost of Ethel that sings it. The answer remains ambiguous.