Marina's saucily concealing capital (6)
I believe the answer is:
nassau
'capital' is the definition.
(Nassau is an example)
'marina's saucily concealing' is the wordplay.
'concealing' says the answer is hidden in the clue.
'NASSAU' is hidden within 'marinas saucily'.
(Other definitions for nassau that I've seen before include "Saunas (anag)" , "Capital of the Bahamas" , "Caribbean resort" , "Bahamian capital" , "Dublin street in the Bahamas?" .)