Dance at a strange bar without Romeo (5)
I believe the answer is:
rumba
'dance' is the definition.
(rumba is a type of dance)
'a strange bar without romeo' is the wordplay.
'a strange' becomes 'rum' (I've seen this before).
'without' is a deletion indicator.
'romeo' becomes 'r' (phonetic alphabet: alpha, bravo, charlie etc.).
'bar' with 'r' removed is 'ba'.
'rum'+'ba'='RUMBA'
'at' acts as a link.
(Other definitions for rumba that I've seen before include "number of steps" , "Strictly round" , "Lively Cuban dance" , "Dance originating in Cuba" , "Cuban folk dance" .)