Usually I would prefer referring to any piece its legitimate academic catalogue (eg. the No. 2 Scherzo from Mendelssohn’s Op. 61). But Shostakovich composed inventive scores for roughly 35 feature films across his life, starting as a silent-film pianist in Leningrad — which means a lot of his work is scatterly film music and impossible to catalogue.
Shostakovich originally composed what has become known as the Waltz No. 2 in 1955-56 for his score (Op. 99) for the film The First Echelon (Pervyi eshelon), directed by Mikhail Kalatozov, which had its premiere on April 29, 1956. The waltz was also included in the Suite from The First Echelon (Op. 99a) arranged by Shostakovich and Levon Atovmyan in 1956.
In the late 1950s an anonymous person, probably Shostakovich himself, arranged an orchestral suite from ballet, musical theater, and film music of the 1930s to 1950s, that was mistakenly identified for many years as the Suite for Jazz Orchestra, No. 2; it is now known correctly as the Suite for Variety Orchestra. Waltz No. 2 is the seventh of eight numbers in the Suite for Variety Orchestra.
Blah blah. That’ why it goes by Waltz No. 2.
Folklore: Russian sentences are often structurally longer, less inflections and pauses in a given time. Therefore you hear more long, consistent melodies in the Waltz: