Continue to play in London (5)
I believe the answer is:
acton
'in london' is the definition.
(area of London)
'continue to play' is the wordplay.
'continue' becomes 'on' (I've seen this in other clues).
'to' is a charade indicator (letters next to each other) (I've seen this in other clues).
'play' becomes 'act' ('act' can be a synonym of 'play'**).
'on' put after 'act' is 'ACTON'.
(Other definitions for acton that I've seen before include "Respond in accordance with - London district" , "Gladstone's adviser" , "Part of the London borough of Ealing - British historian, d. 1902" , "London area" , "English statesman" .)