More than one ghost finally escapes the underworld (6)
I believe the answer is:
shades
'more than one ghost' is the definition.
('shade' can be a synonym of 'ghost')
'finally escapes the underworld' is the wordplay.
'finally' indicates one should take the final letters.
'the underworld' becomes 'hades' ('Hades' can be a synonym of 'underworld').
The last letter of 'escapes' is 's'.
's'+'hades'='SHADES'
(Other definitions for shades that I've seen before include "Hues, colours" , "Sunglasses, colloquially" , "Nuances" , "Slangy sunglasses for literary ghosts" , "blinds?" .)