Mambo No 5 is written in the key of F Dorian.
According to the Theorytab database, it is the 7th most popular key among Dorian keys and the 36th most popular among all keys. The F Dorian scale is similar to the F Minor scale except that its 6th note is a half step higher (D). Chord progressions in Dorian have a characteristic sound due to the major quality of the chord built on the 4th scale degree.
See the F Dorian Cheat Sheet for popular chords, chord progressions, downloadable midi files and more!