Anguish in New York following a turn (5)
I believe the answer is:
agony
'anguish' is the definition.
(thesaurus)
'new york following a turn' is the wordplay.
'new york' becomes 'ny'.
'following' means one lot of letters go next to another.
'turn' becomes 'go' (a person's move in a board game).
'a'+'go'='ago'
'ny' put after 'ago' is 'AGONY'.
'in' acts as a link.
(Other definitions for agony that I've seen before include "Severe pain, mental or physical" , "sort of aunt" , "woe" , "Extreme pain" , "Intense pain" .)