Capital city offering fantastic saunas (6)
I believe the answer is:
nassau
'capital city' is the definition.
(Nassau is the capital of the Bahamas)
'fantastic saunas' is the wordplay.
'fantastic' is an anagram indicator.
'saunas' anagrammed gives 'NASSAU'.
'offering' acts as a link.
(Other definitions for nassau that I've seen before include "Bahamian capital" , "Caribbean resort" , "Bahamas cap." , "Saunas (anag)" , "Dublin street in the Bahamas?" .)