A play is a three-dimensional, subsurface geologic area where oil or natural gas accumulations are located or thought to be located.

A play extends horizontally and vertically in the subsurface.  The geology of a play defines its geometry.  As the diagram shows, multiple plays can occur in a single geographic area, and when plays are "stacked" at different depths in the subsurface, a single surface land parcel can overlie numerous plays.

Oil and gas are generally not distributed in uniform density within a play. 
Accumulations in some parts of the play are thicker, richer, or more dense than others.

 Diagram not to scale.
From p.41, Scientific Inventory of Onshore Federal Lands' Oil and Gas Resources, BLM 2006 (EPCA Phase II Cumulative Inventory)

There are two types of plays: conventional and continuous.  Conventional plays are well-defined accumulations, while continuous plays can cross rock-unit boundaries and lack discrete structural boundaries. 

Continuous plays are usually more geographically extensive than conventional plays.