KGB country (4)
I believe the answer is:
ussr
'kgb country' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for ussr that I've seen before include "Former federation of Russial and other states" , "Former union of socialist republics" , "Former soviet states" , "Former Soviet Union" , "In brief, former Soviet federation" .)