A hut sadly in US destination (4)
I believe the answer is:
utah
'us destination' is the definition.
'a hut sadly in' is the wordplay.
'sadly' indicates an anagram.
'in' means one lot of letters goes inside another.
'hut' is an anagram of 'uth'.
'a' placed inside 'uth' is 'UTAH'.
(Other definitions for utah that I've seen before include "The American Mormon state" , "State of Western USA" , "In USA, it's the Mormon state" , "State, Mormon settlement" , "Mormon US state" .)