Dance in the capital of West Virginia (10)
I believe the answer is:
charleston
This clue is a double definition.
'dance' is the first definition.
(charleston is a kind of dance)
'capital of west virginia' is the second definition.
(synonyms)
'in the' is the link.
(Other definitions for charleston that I've seen before include "American port" , "US city - 1920s' dance" , "Lively dance - then carols (anag)" , "Dance making" , "Lively 1920s' dance" .)