Land of mysterious men in black (7)
I believe the answer is:
denmark
'land' is the definition.
(Denmark is an example)
'mysterious men in black' is the wordplay.
'mysterious' indicates anagramming the letters.
'in' means one lot of letters goes inside another.
'black' becomes 'dark' (synonyms).
'men' with letters rearranged gives 'enm'.
'enm' put into 'dark' is 'DENMARK'.
'of' is the link.
(Other definitions for denmark that I've seen before include "Hamlet's homeland" , "Monarchy, a member of the European Union" , "Ditto" , "EU member" , "North European country" .)