Again, she's a thousand to one! (4)
I believe the answer is:
mimi
'again she's a thousand to one' is the definition.
I can't judge whether this definition defines the answer.
'she's a thousand to one' is the wordplay.
'she' becomes 'mi' (I can't explain this - if you can you should give a lot more credence to this answer).
'a thousand' becomes 'M' (Roman numeral for a thousand).
'to one' becomes 'i' (Roman numeral).
'mi'+'m'+'i'='MIMI'
Can you help me to learn more?
(Other definitions for mimi that I've seen before include "La Boheme character (whose tiny hand is frozen)" , "showgirl" , "Puccini's seamstress" , "Starving character of "La Boheme"" , "I'm upset twice by the operatic girl" .)