Capital of Slovakia? ESS [I always get fooled on these!]
Players CAST [actors were "players" 400 years ago and then in early movies]
Something that may help you get the picture CAPTION [ get = understand]
Theme:
PUNCHANDJUDYLINES ["punch lines" --- and the phrase makes sense on its own]
Piece of cake SNAP [I'd add to clue "or cookie."]
Alleged Soviet spy Hiss ALGER [He was actually convicted, but some, as is usually the case, did not agree with the jury.]
Approved OKED [I thought it was spelled OK'd]
a bit of nitpicking:
Implicit warning ORELSE [The warning is explicit; what that warning will turn out to be may be implicit depending on context. Bad guy with gun says, "Don't move, or else." I'd say that was an explicit warning. The warning
implies being shot.]