The term Oxtail refers to beef tail bones. The cut is a graduate length of very bony meat with which imparts a rich meaty flavor to soups and stews. One such traditional recipe is Sup Ekor or Malaysian oxtail soup. The meat from this cut is very tough so to use it needs to be braised for a long period of time on lower heat.
You may have to ask for this at the butcher counter because the cut is not always available; depending on where you shop. I know our butcher will order anything they don't have so step up and ask if you don't see them. The butcher will tell you what day of the week they receive their orders.
Look for oxtail in your local Asian or Mexican market because they are often used by other ethnic groups. We have a few local Mexican "tiendas" and they have wonderful meat counters. If you can't find them we have several alternatives which are never as good as oxtail but they make a reasonably decent approximation.
If you can't find oxtail in your local grocery store but you still want to use a cut of meat to impart a rich flavor to your recipe you can try one of these substitutes:
Of course switching to lamb bones will alter the flavor and a good option IF you like lamb. Any of the above alternatives are "OK" but still won't match the flavor of the oxtail.