This entertains upper-class rogue in depression (10)
I believe the answer is:
vaudeville
'this entertains' is the definition.
The definition suggests a singular noun which matches the answer.
'upper-class rogue in depression' is the wordplay.
'upper-class' becomes 'u' (similar in meaning).
'rogue' becomes 'devil'.
'in' means one lot of letters goes inside another.
'depression' becomes 'vale' (vale is a kind of depression).
'u'+'devil'='udevil'
'udevil' put inside 'vale' is 'VAUDEVILLE'.
Can you help me to learn more?
(Other definitions for vaudeville that I've seen before include "Musical and comedy entertainment" , "American music hall" , "theatrical entertainment" , "Variety entertainment" , "variety show" .)