Association in wood, say (4)
I believe the answer is:
club
This clue is a double definition.
'association' is the first definition.
(I've seen this before)
'wood say' is the second definition.
(wood is a kind of club)
'in' acts as a link.
(Other definitions for club that I've seen before include "Staff - association" , "nightspot" , "See 1" , "wood, perhaps" , "Eg, wood, brassie" .)