I guess it largely depends on what you have in. I might look for stuff that I would not normally approach, on the basis that oxtail will be rich enough to cover any excessive brashness/harshness in the wine. Maybe a Northern Rhone from a dodgy vintage - eg. Jamet 2002.
Most full-bodied reds would be OK, wouldn't they, depending a little bit on what else is in the pot. We had ox-tail ragù with Barolo kast week, which worked fine.