A comedian rocked part of Europe (9)
I believe the answer is:
macedonia
'part of europe' is the definition.
('Macedonia' is part of 'europe')
'a comedian rocked' is the wordplay.
'rocked' indicates an anagram.
'a'+'comedian'='acomedian'
'acomedian' is an anagram of 'MACEDONIA'.
(Other definitions for macedonia that I've seen before include "republic" , "Landlocked Balkan country" , "Alexander the Great's homeland" , "Southeast European country" , "European country, capital Skopje" .)