Alas, I lament losing leader of a US state (6)
I believe the answer is:
ohioan
'a us state' is the definition.
Although both the answer and definition are singular nouns, I can't see how one could define the other.
'alas i lament losing leader' is the wordplay.
'alas' becomes 'oh' (I can't explain this - if you can you should give a lot more credence to this answer).
'lament' becomes 'moan' (I've seen this before).
'losing leader' means to remove the first letter.
'moan' with its first letter taken away is 'oan'.
'oh'+'i'+'oan'='OHIOAN'
'of' is the link.
Can you help me to learn more?
(Other definitions for ohioan that I've seen before include "Statesman" , "From a US state, capital Columbus" , "Midwesterner" , "American from Cleveland?" .)