Keep playing in part of London (5)
I believe the answer is:
acton
'part of london' is the definition.
(I've seen this before)
'keep playing' is the wordplay.
'keep' becomes 'act' (I can't explain this - if you can you should give a lot more credence to this answer).
'playing' becomes 'on' (on can mean playing or performing).
'act'+'on'='ACTON'
'in' acts as a link.
Can you help me to learn more?
(Other definitions for acton that I've seen before include "Gladstone's adviser" , "London area" , "Respond in accordance with - London district" , "somewhere in London" , "part of London on the tube" .)