Here's a silly counterexample. Let $R$ be the zero ring. Then there are no nonzero elements of $R$, so such an $r$ trivially can never exist. (Note that the only $R$-module is the $0$ module, so there is only one version of this example: $M=N=0$ and $a=b=0$.)
If $R$ is an integral domain, then the answer is yes. Let us suppose $a\in M$ and $b\in N$ are not torsion (i.e., they are not annihilated by any nonzero element of $R$). Let $K$ be the field of fractions of $R$ and let $T(M)$ be the submodule of torsion elements of $M$. Note that $M/T(M)$ is torsion-free, and so the inclusion map $M/T(M)\to M/T(M)\otimes_R K$ is injective (you can prove this by identifiying $M/T(M)\otimes_R K$ with the localization of $M/T(M)$ with respect to all nonzero elements of $R$). In particular, since $a\in M$ is not a torsion element, then the image of $a$ under the composition $M\to M/T(M)\to M/T(M)\otimes_R K$ is nonzero. Since $M/T(M)\otimes_R K$ is a $K$-vector space, there exists a $K$-linear map $M/T(M)\otimes_R K\to K$ which sends the image of $a$ to $1$. Composing all these maps together, we get a homomorphism $f:M\to K$ such that $f(a)=1$.
Since $b\in N$ is also not torsion, then by the same argument there is a homomorphism $g:N\to K$ such that $g(b)=1$. There is then a unique homomorphism $h:M\otimes N\to K$ such that $h(m\otimes n)=f(m)g(n)$ for all $m$ and $n$. We then have $h(a\otimes b)=1$, so $a\otimes b\neq 0$.
I don't know what happens for arbitrary rings $R$.