The most common and most likely answer to this crossword clue is the 9 letter word ACCOMPANY
I've seen this crossword clue in The Times
A
C
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O
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More clues leading to the result ACCOMPANY
Buddy explains!

The straight part
We know that "Play along with" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case play along with = accompany.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does ACCOMPANY mean?
ACCOMPANY verb- To go with or attend as a companion or associate; to keep company with; to go along with.
- To supplement with; add to.
- To perform an accompanying part or parts in a composition.
- To perform an accompanying part next to (another instrument or musician).
- To associate in a company; to keep company.
- To cohabit (with).
- To cohabit with; to coexist with; occur with.
- To be found at the same time.