Is ballet set in prison? (8)
I believe the answer is:
bastille
'prison?' is the definition.
(I know that bastille is a type of prison)
'is ballet set' is the wordplay.
'set' indicates an anagram (instruction to set the letters).
'is'+'ballet'='isballet'
'isballet' with letters rearranged gives 'BASTILLE'.
'in' is the link.
(Other definitions for bastille that I've seen before include "Historic French prison" , "French jail" , "Old Parisian prison" , "Paris prison, now opera" , "Paris prison stormed at the start of the French Revolution" .)