A scene out of The Road (6)
I believe the answer is:
avenue
'the road' is the definition.
(avenue is a kind of road)
'a scene' is the wordplay.
'scene' becomes 'venue' (venue is a kind of scene).
'a'+'venue'='AVENUE'
'out of' acts as a link.
(Other definitions for avenue that I've seen before include "Drive" , "A broad thoroughfare as in New York" , "Road lined with trees" , "Wide (tree-lined) street" , "Entrance passage" .)