Maine's not, unfortunately — this state? (9)
I believe the answer is:
minnesota
'this state?' is the definition.
(Minnesota is an example)
'maine's not unfortunately' is the wordplay.
'unfortunately' indicates anagramming the letters.
'maines'+'not'='mainesnot'
'mainesnot' with letters rearranged gives 'MINNESOTA'.
(Other definitions for minnesota that I've seen before include "North Star State" , "source of iron ore" , "Wobegon state (Keillor)" , "US state, capital St Paul" , "Superior neighbour" .)