Entering French town, I claim to have been elsewhere (5)
I believe the answer is:
alibi
'claim to have been elsewhere' is the definition.
(I've seen this before)
'entering french town i' is the wordplay.
'entering' means one lot of letters goes inside another.
'french town' becomes 'albi' (I've seen this before).
'albi' going around 'i' is 'ALIBI'.
(Other definitions for alibi that I've seen before include "Proof of not being at the scene of the crime" , "Reason often given to exculpate someone" , "Timely get-out" , "Justification" , "that gets him off the hook?" .)