while ... # your main loop
  # get all events
  ev = pygame.event.get()

  # proceed events
  for event in ev:

    # handle MOUSEBUTTONUP
    if event.type == pygame.MOUSEBUTTONUP:
      pos = pygame.mouse.get_pos()

      # get a list of all sprites that are under the mouse cursor
      clicked_sprites = [s for s in sprites if s.rect.collidepoint(pos)]
      # do something with the clicked sprites...

while running: # Gameloop
  for event in pygame.event.get(): # Checks all events
    if event.type == pygame.MOUSEBUTTONDOWN: # If the current event is the mouse button down event
      pos = pygame.mouse.get_pos() # Stores the mouse position