With Orpheus constantly strumming his lyre, this myth has more songs than an episode of Glee. He plays the blues when Eurydice dies (both times), and he uses music to charm the beasts and spirits of the Underworld. In fact, just by listening to his music, the Underworld creatures do all sorts of things that they've never done before: Cerberus the three-headed dog quits barking, Sisyphus stops rolling his rock, and the Furies weep for the first time in… well, ever. Orpheus's concert is so moving that he's able to enter the Underworld unscathed. That's some pretty powerful stuff, don't you think?
Ultimately, music serves two major functions in this myth. First, it allows Orpheus to express himself (and express himself he does!), and second, it alters people's moods, actions, and ideas. Who ever said that rock and roll couldn't change the world?