'To play along' usually refers to someone acting in a manner that continues a deception of some sort. It could be a joke, a surprise, or even an unlawful deception. It usually implies that the person who is playing along, 1) was not part of the planning of the deception, and 2) realizes that there is a deception and then acts in such a manner as to support the deception. Here are some examples of playing along. ---Some friends are throwing a surprise party for my roommate, Joe. I don't know about the surprise party. However, as I walk into the house ahead of my roommate, I see a lot of people with party hats hiding. I could ruin the surprise by saying, "Hey, what are you guys doing here?" Or, I could 'play along' and keep it a surprise by saying something like, "Hey Joe, let's see whats on TV". Then when Joe walks in everyone would jump out and say "Surprise"!!! ---My brother tells our sister that he just won the lottery. He sounds very excited. However, he winks one eye at me, letting me know it's not true. I 'play along' by talking about plans for spending the money. ---I'm with my wife. The police come to the house to investigate a crime and they ask her where she was last night. She tells them she was home the whole night, and that I can verify. However, I know that she went out for a couple of hours. Still, I 'play along' with her by telling the police that she was there the whole night.

play along with = go along with = cooperate with, continue to behave/act in a manner to allow something to continue, continue to maintain a pretense to allow something to continue, not stop pretending, continue supporting a deception. one meaning.