Millions leaving real snowmen to melt in US city (3,7)
I believe the answer is:
new orleans
'us city' is the definition.
(New Orleans is a city in Louisiana)
'millions leaving real snowmen to melt' is the wordplay.
'millions' becomes 'm' (abbreviation).
'leaving' is a deletion indicator.
'to melt' indicates an anagram.
'real'+'snowmen'='realsnowmen'
'realsnowmen' with 'm' taken away is 'realsnowen'.
'realsnowen' is an anagram of 'NEW ORLEANS'.
'in' is the link.
(Other definitions for new orleans that I've seen before include "Devastated city" , "City of Louisiana" , "port city in the south" , "US city" .)