Mail goes astray in country (4)
I believe the answer is:
mali
'country' is the definition.
(Mali is an example)
'mail goes astray' is the wordplay.
'goes astray' indicates anagramming the letters.
'mail' is an anagram of 'MALI'.
'in' acts as a link.
(Other definitions for mali that I've seen before include "A state" , "African state's" , "Land" , "West African country, capital Bamako" , "Country of West Africa" .)