City going up in thick smoke (4)
I believe the answer is:
omsk
'city' is the definition.
(Omsk is an example)
'going up in thick smoke' is the wordplay.
'going up' is a reversal indicator.
'in' indicates the answer is hidden within the clue.
'ksmo' can be found hidden inside 'thick smoke'.
'ksmo' written backwards gives 'OMSK'.
(Other definitions for omsk that I've seen before include "Russian place" , "Russian port" , "City in Siberia" , "Womble" , "Russian city" .)