Here is the transcript for the scene where Gunn learns the horrible truth:
The nightmare is having to listen to ballet when you expecting something else--perhaps something like Coolio, whose song "Gangster Paradise" was used in an episode centering on Gunn's back-story. Here it is:
Gunn, entering the lobby: "Morning friends and neighbors. Ooh, are those the tickets? You got 'em?"
Angel: "Well, I got to the ticket place and..."
Gunn: "I'm paying you back. This one's on me."
Gunn: "Mahta Hari is the tightest band in LA. You guys are gonna be trippin' out."
Angel: "The only thing is..."
Gunn puts a hand on Angel's shoulder: "Look, I said I'm good for it, man. Don't have to worry about dippin' in the Connor college fund. (Takes the tickets from Angel) The time I saw the Mahta Hari at the Troubadour they where the (reads tickets) "Blinnikov World Ballet Tour. What's going on?"
Angel: "I was trying to tell you. I got to the ticket place and boom! Tonight only!"
Gunn: "But - you got ballet on my Mahta Hari tickets."
Angel: "This is the Blinnikov World Ballet Corps."
Cordy: "He's been saying that like it has meaning."
Angel: "This is one of the premier companies in the world. And they're doing Giselle! It's their signature piece."
Gunn: "This is all like some horrible dream."
Wes: "I think I've heard of them. Very ahead of their time."
Angel: "Oh, yeah. Yeah. I saw their production of Giselle in eighteen-ninety. I cried like a baby. And I was evil!"
Fred: "I-I think it sounds exciting!"
Gunn: "No. No! This is not Mahta Hari. This is tutus, and guys with their big-ass packages jumping up and down. This is just... (To Angel) I will never trust you again. The trust is gone."
Cordy: "Oh, get over it. Do we get dressed up?"
Angel: "Of course."
Cordy: "I'm in."
Angel: "Guys, seeing real ballet live it's... (sighs) it's like another world. Gunn, these guys are tight, and you're gonna be trippin' out."
Gunn: "Don't be usin' my own phrases when we lost the trust."
Cordy: "Come on, guys. Working day, cases to solve."
Gunn: "Okay. But I'm not still paying, right. Because this is... (Looks at the tickets) this is... It's like a nightmare."
Here, for comparison, is Giselle:
What you should do now is find the Angel episode and watch it all the way through. For copyright reasons it is not available from YouTube. I'll wait....
Back? Ok, I just want to look at how Gunn is won over and how his character is transformed by the music in this episode. The character of Charles Gunn is introduced in episode 20 of season one of Angel and adds diversity to the cast. He is a black man from a South-Central war zone of Los Angeles. Though a fighter for the good, he is deeply cynical about white people and the institutions of society. As the series unfolds, Gunn realizes that his truest loyalties are with Angel Investigations. In the current episode, "Waiting in the Wings", Gunn's movement from street thug to the powerful figure he becomes in season five is hastened and calibrated by two things: his social movement and the beginning of his relationship with Fred. The social movement comes in two stages. At the beginning of the show he is the street-smart rap-loving character, condemned to see the nightmare of ballet. But a kind of magic is cast, first of all, with costume. Everyone has to dress up, meaning that we see Charles Gunn in a tuxedo and, as Fred says, "my god, you're so pretty!" To which Gunn replies, smiling, "you know, there's not a lot of people could say that to me and live." This is a dual indicator of Gunn's social mobility: on the one hand, he is now in highly formal dress, and on the other, he references how he would have answered a remark like Fred's--but will no longer. This is the necessary transition to the next stage which is that, at the ballet, he loves it from the first notes. In season five, Gunn acquires, as a kind of bonus to his encyclopedic legal knowledge, the ability to sing Gilbert and Sullivan. This is another of Joss Whedon's jokes that contains a grain of truth.
Certain kinds of music are transformative: the development of an appreciation for, for example, ballet, can open out your character and give you access to different levels in society. A very old-fashioned view, of course, but not necessarily wrong.