This paper presents a Bayesian nonparametric latent source discovery method for music signal analysis. In audio signal analysis, an important goal is to decompose music signals into individual notes, with applications such as music transcription, source separation or note-level manipulation. Recently, the use of latent variable decompositions, especially nonnegative matrix factorization (NMF), has been a very active area of research. These methods are facing two, mutually dependent, problems: first, instrument sounds often exhibit time-varying spectra, and grasping this time-varying nature is an important factor to characterize the diversity of each instrument; moreover, in many cases we do not know in advance the number of sources and which instruments are played. Conventional decompositions generally fail to cope with these issues as they suffer from the difficulties of automatically determining the number of sources and automatically grouping spectra into single events. We address both these problems by developing a Bayesian nonparametric fusion of NMF and hidden Markov model (HMM). Our model decomposes music spectrograms in an automatically estimated number of components, each of which consisting in an HMM whose number of states is also automatically estimated from the data.