Land where it's wrong to gamble (5)
I believe the answer is:
tibet
'land' is the definition.
(Tibet is an example)
'it's wrong to gamble' is the wordplay.
'wrong' indicates an anagram.
'to gamble' becomes 'bet' (bet is a kind of gamble).
'it' anagrammed gives 'ti'.
'ti'+'bet'='TIBET'
'where' acts as a link.
(Other definitions for tibet that I've seen before include "woollen fabric" , "Chinese region" , "Himalayan region controlled by China" , "Himalayan land" , "far-flung highland area" .)