Capital O or R to NATO (5)
I believe the answer is:
romeo
'r to nato' is the definition.
I can't tell whether this definition defines the answer.
'capital o' is the wordplay.
'capital' becomes 'rome' (capital of Italy).
'rome'+'o'='ROMEO'
'or' acts as a link.
(Other definitions for romeo that I've seen before include "Lover of Juliet" , "Literary lover" , "Tragic Shakespeare hero" , "Code word for the letter R" , "Ladies' man" .)