Jazz venue (4)
I believe the answer is:
utah
'jazz venue' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for utah that I've seen before include "US state settled by the Mormons" , "State of last Winter Olympics" , "Mormons are found here in a hut" , "The American Morman state" , "US state, capital Salt Lake City" .)