Distressed annalist penning nothing in papers (9)
I believe the answer is:
nationals
'papers' is the definition.
(national newspapers)
'distressed annalist penning nothing' is the wordplay.
'distressed' is an anagram indicator.
'penning' means one lot of letters goes inside another.
'nothing' becomes 'O' (looks like zero - 0).
'annalist' with letters rearranged gives 'natinals'.
'natinals' going around 'o' is 'NATIONALS'.
'in' is the link.
(Other definitions for nationals that I've seen before include "Stan, a lion (anag.)" , "Natives" , "citizens" , "Subjects" , "Country folk" .)