Pictures of guys returning, arrested by US agents (6)
I believe the answer is:
cinema
'pictures' is the definition.
(I've seen this before)
'guys returning arrested by us agents' is the wordplay.
'guys' becomes 'men'.
'returning' shows that the letters should be reversed in order.
'arrested by' indicates putting letters inside (I've seen this in other clues).
'us agents' becomes 'cia' (CIA, Central Intelligence Agency).
'men' written backwards gives 'nem'.
'nem' inserted into 'cia' is 'CINEMA'.
'of' is the link.
(Other definitions for cinema that I've seen before include "Movies, pictures" , "Film theatre" , "Picture house" , "Films, collectively" , "Modern art" .)