Idi Amin played the accordion (reasonably well).

Stalin was a choirboy.

Margaret Thatcher played the piano

So did Richard Nixon:
http://www.dogcanyon.org/2012/01/27/and-on-piano-dick-nixon-music-and-anarchy/

Mussolini played the violin.

Pinochet was a DJ of sorts:
http://www.telegraph.co.uk/news/worldnews/southamerica/chile/10301189/Julio-Iglesias-songs-used-to-torture-prisoners-in-Pinochet