Melancholy men returning hat (8)
I believe the answer is:
sombrero
'hat' is the definition.
(I know that sombrero is a type of hat)
'melancholy men returning' is the wordplay.
'melancholy' becomes 'sombre' (I've seen this before).
'men' becomes 'OR' (Other Ranks: non-commissioned soldiers).
'returning' says the letters should be written backwards.
'or' back-to-front is 'ro'.
'sombre'+'ro'='SOMBRERO'
(Other definitions for sombrero that I've seen before include "Wide-brimmed hat of Mexico" , "a Mexican's overheads" , "Covering up" , "Mexican's hat" , "Wide-brimmed Mexican hat" .)