Cuckoo caught by buffalo, comfortably (4)
I believe the answer is:
loco
'cuckoo' is the definition.
(I know that cuckoo can be written as loco)
'caught by buffalo comfortably' is the wordplay.
'caught by' says the answer is hidden in the clue.
'LOCO' is hidden within 'buffalo comfortably'.
(Other definitions for loco that I've seen before include "Transport" , "Barmy (Spanish) - engine (abbr)" , "Railway engine - mad!" , "Potty" , "Round the bend" .)