Italian city in which father carries a weapon (5)
I believe the answer is:
parma
'italian city' is the definition.
(I've seen this before)
'father carries a weapon' is the wordplay.
'father' becomes 'pa' (pa can mean dad or father).
'carries' indicates putting letters inside (inserted letters carried inside).
'a weapon' becomes 'arm' (synonyms).
'pa' enclosing 'arm' is 'PARMA'.
'in which' acts as a link.
(Other definitions for parma that I've seen before include "European city" , "Italian city producing cured ham" , "Source of ham and cheese" , "It. ham city; its Charterhouse, Stendhal" , "Italian city noted for ham" .)