Crosby, say, joining Oscar in game (5)
I believe the answer is:
bingo
'game' is the definition.
(bingo is a kind of game)
'crosby say joining oscar' is the wordplay.
'crosby say' becomes 'bing' (I can't explain this - if you can you should give a lot more credence to this answer).
'joining' means one lot of letters go next to another.
'oscar' becomes 'o' (phonetic alphabet: alpha, bravo, charlie etc.).
'bing'+'o'='BINGO'
'in' is the link.
Can you help me to learn more?
(Other definitions for bingo that I've seen before include "game requiring little ability" , "Game of chance" , "Lotto" , "House!" , "Cry on discovering something" .)