Piece of music from show supported by Oscar (8)
I believe the answer is:
concerto
'piece of music' is the definition.
(concerto is a type of musical composition)
'show supported by oscar' is the wordplay.
'show' becomes 'concert' (concert is a kind of show).
'supported by' means one lot of letters go next to another (in a down clue, some letters hold up others).
'oscar' becomes 'O' (phonetic alphabet: alpha, bravo, charlie etc.).
'concert'+'o'='CONCERTO'
'from' acts as a link.
(Other definitions for concerto that I've seen before include "10 [COMPOSITION]" , "Composition for orchestra and soloist" , "Solo/orchestra piece" , "Composition for accompanied soloist" , "Musical work" .)