Capital cigar (6)
I believe the answer is:
havana
This clue is a double definition.
'capital' is the first definition.
(capital of Cuba)
'cigar' is the second definition.
(I've seen this in another clue)
(Other definitions for havana that I've seen before include "Cuba's capital" , "Cuban capital - cigar" , "Smoke" , "city" , "Fine cigar" .)