New York theatre, say? (6,5)
I believe the answer is:
empire state
'new york' is the definition.
('Empire State' can be a synonym of 'new york')
'theatre say?' is the wordplay.
'theatre' becomes 'empire'.
'say?' becomes 'state' (say is a kind of state).
'empire'+'state'='EMPIRE STATE'
(Other definitions for empire state that I've seen before include "One nickname for New York" , "building" .)