Illegal activity by first army in 1850s' war zone (6)
I believe the answer is:
crimea
'1850s' war zone' is the definition.
(location of the crimean war 1853-1856)
'illegal activity by first army' is the wordplay.
'illegal activity' becomes 'crime' (I've seen this before**).
'by' is a charade indicator (letters next to each other).
'first' indicates taking the first letters.
The initial letter of 'army' is 'a'.
'crime'+'a'='CRIMEA'
'in' is the link.
(Other definitions for crimea that I've seen before include "Disputed Black Sea peninsula" , "1853-56 war zone" , "Area of Ukraine" , "Ukrainian peninsula, theatre of 1853-6 war" , "Peninsula, scene of war 1853-56" .)