Go with one leaving Italian city (4)
I believe the answer is:
turn
'go' is the definition.
(as in one's go or turn in a game)
'one leaving italian city' is the wordplay.
'one' becomes 'i' (Roman numeral).
'leaving' indicates named letters should be taken away.
'italian city' becomes 'turin' (Turin is a city in Italy).
'turin' with 'i' removed is 'TURN'.
'with' is the link.
(Other definitions for turn that I've seen before include "rotation" , "Twist; go" , "Go; reverse" , "See 19" , "(Of tide) change from flood to ebb" .)