Apache chief in rocky region north of Missouri (8)
I believe the answer is:
geronimo
'apache chief' is the definition.
(I've seen this before)
'rocky region north of missouri' is the wordplay.
'rocky' indicates an anagram (letters rocked or thrown around).
'north of' is a charade indicator (letters next to each other) (in a down clue, some letters go above others).
'missouri' becomes 'mo' (abbreviation for the US state).
'region' is an anagram of 'geroni'.
'geroni'+'mo'='GERONIMO'
'in' acts as a link.
(Other definitions for geronimo that I've seen before include "American shout on jumping out of an aeroplane?" , "Cry of exhilaration" , "Famous Apache chieftain" , "exhilarated cry" , "[APACHE] leader" .)