Drama set rebuilt with millions in capital (9)
I believe the answer is:
amsterdam
'capital' is the definition.
(capital of the Netherlands)
'drama set rebuilt with millions' is the wordplay.
'rebuilt with' is an anagram indicator.
'millions' becomes 'm' (abbreviation).
'drama'+'set'='dramaset'
'dramaset' anagrammed with 'm' can make 'AMSTERDAM'.
'in' acts as a link.
(Other definitions for amsterdam that I've seen before include "place of canals" , "Dutch port" , "Mam stared awkwardly at the Dutch city" , "Netherlands capital" , "European capital" .)