Not any affluent nurses head for Windy City (7)
I believe the answer is:
norwich
'city' is the definition.
(I've seen this before)
'not any affluent nurses head for windy' is the wordplay.
'not any' becomes 'no' (similar in meaning).
'affluent' becomes 'rich' (similar in meaning).
'nurses' means one lot of letters goes inside another (nurse can mean to hold onto or harbour).
'head for' suggests taking the first letters.
The initial letter of 'windy' is 'w'.
'rich' enclosing 'w' is 'rwich'.
'no'+'rwich'='NORWICH'
(Other definitions for norwich that I've seen before include "E. Anglian county town" , "Juliana of - (Revelations of Divine Love)" , "English city" , "Largest city in East Anglia" , "City on the River Wensum" .)