City brothels in kinky shows (8)
I believe the answer is:
helsinki
'city' is the definition.
(Helsinki is an example)
'brothels in kinky shows' is the wordplay.
'shows' indicates a hidden word.
'HELSINKI' is hidden within 'brothels in kinky'.
(Other definitions for helsinki that I've seen before include "port" , "Liken his strange city to one in Finland" , "Finland's capital" , "foreign capital" , "Main city of Finland" .)