Azimuthal correlations of photons produced at mid-rapidity in 200 A GeV S + Au collisions have been studied using a preshower photon multiplicity detector in the WA93 experiment. The Fourier expansion method has been employd to estimate the event plane via the anisotropy of the event as a function of centrality. The event plane correlation technique has been used to determine the true event anisotropy, beyond the anisotropy which arises due to finite multiplicity. The VENUS event generator with rescattering and proper simulation of the detector response can explain only a portion of the observed anisotropy. The residual anisotropy is found to be of the order of 5% for semi-central collisions. This suggests that directed collective flow of the produced particles is present at SPS energies.