Nureyev, say, caught plunging into European river (6)
I believe the answer is:
dancer
'nureyev say' is the definition.
(I know that Rudolf Nureyev is a dancer)
'caught plunging into european river' is the wordplay.
'caught' becomes 'c' (cricket abbreviation).
'plunging into' means one lot of letters goes inside another (I've seen this in other clues).
'european' becomes 'Dane' (someone from Denmark).
'river' becomes 'r' (abbreviation).
'c' placed inside 'dane' is 'dance'.
'dance'+'r'='DANCER'
(Other definitions for dancer that I've seen before include "One in the same team as, say, Rudolf" , "One of Santa's reindeer" , "''I hope you have the feet of a ...'' (Charlie McGettigan)" , "Eg, ballerina" , "Terpsichorean" .)