Finally, women in European city go to bed (4,2)
I believe the answer is:
turn in
'go to bed' is the definition.
(synonyms)
'finally women in european city' is the wordplay.
'finally' says to take the final letters.
'in' means one lot of letters goes inside another.
'european city' becomes 'turin' (Italian city).
The last letter of 'women' is 'n'.
'n' placed inside 'turin' is 'TURN-IN'.
(Other definitions for turn in that I've seen before include "rat on" , "Retire to bed" , "Hit the hay" , "Go to bed (informal)" , "Surrender" .)