Film festival having a ball after Sunday (8)
I believe the answer is:
sundance
'film festival' is the definition.
(Sundance is a US film festival)
'a ball after sunday' is the wordplay.
'a ball' becomes 'dance' (I've seen this before).
'after' means one lot of letters go next to another.
'sunday' becomes 'sun' (synonyms).
'dance' put after 'sun' is 'SUNDANCE'.
'having' acts as a link.
(Other definitions for sundance that I've seen before include "Kid associated with Butch Cassidy" , "Ceremonial steps" .)