Country, capital Baghdad (4)
I believe the answer is:
iraq
This clue is a double definition.
'country' is the first definition.
(Iraq is an example)
'capital baghdad' is the second definition.
(I know this)
(Other definitions for iraq that I've seen before include "Saddam Hussein's country" , "Where Babylon may be found" , "Country containing Basra" , "troubled state" , "Middle-Eastern state" .)