The opera Four Saints in Three Acts is in four acts and about as many as seven saints. (It's difficult to give an exact number of protagonists due to the show's incomprehensible style.)
The dance number "Bolero d'Amour" from Follies is a tango.
Shakespeare's Twelfth Night does not take place on Twelfth Night, nor is it even mentioned in the play. (It was written for Twelfth Night).
The main character from Miss Saigon, Kim, doesn't actually win the Miss Saigon title at the beauty pageant that opens the musical.
The finale song "Letting Go" from some productions of The Musical of Jack Heifner's Vanities is not necessarily a farewell song, but about not letting go of one's best friends.