In the sheet music for BWV1, "Wie schön leuchtet der Morgenstern" the last instrument is labeled as "continuo". What does that mean?
'Continuo' is thorough bass or more commonly figured bass, or basso continuo.
At the start of the 17th C, unaccompanied choral music was declining, and vox accompanied by plain chords taking over. This style lasted for a good two hundred years.
Often, a single line of bass notes (as in the example) along with certain numbers were the clues that a harpsichordist or organist used to make his own accompaniment. It provided enough information as to the harmony involved, and the player could and would make this his basis.
The crucial point is, that this needs not to be single instrument but more a rôle to be filled. Depending on the number of other instruments, the balance may be achieved by a single chamber organ, harpsichord, viol de bass, lute, theorbo, bassoon, violoncello or a group of those, possible changing in the different movements. Since chords may be at least helpful if not required, a single cello or bassoon is most likely to be supplemeted by another instrument.
It may also be interesting to know, that sometimes the musicians receive additional money, since in baroque music they have to play all the time, while the melody instruments frequently alternate.