A US lot losing heart unfortunately in Oklahoman city (5)
I believe the answer is:
tulsa
'oklahoman city' is the definition.
(I've seen this before)
'a us lot losing heart unfortunately' is the wordplay.
'losing heart' means to remove the middle letters.
'unfortunately' is an anagram indicator.
'lot' with its middle taken out is 'lt'.
'a'+'us'+'lt'='auslt'
'auslt' is an anagram of 'TULSA'.
'in' is the link.
(Other definitions for tulsa that I've seen before include "American city" , "Oklahoma river port" , "An OK place" , "Where in the States" , "Oklahoman city" .)