Country and western finale by Gershwin (4)
I believe the answer is:
iran
'country' is the definition.
(Iran is an example)
'western finale by gershwin' is the wordplay.
'finale' suggests the final letters.
'by' says to put letters next to each other.
'gershwin' becomes 'ira' (ira gershwin is george gershwin's brother).
The last letter of 'western' is 'n'.
'n' after 'ira' is 'IRAN'.
'and' is the link.
(Other definitions for iran that I've seen before include "Country to east of Iraq" , "Country where the official language is Farsi" , "Middle East country" , "bombless state" , "Tehran's country" .)