One deity entered Pennsylvania building (6)
I believe the answer is:
pagoda
'building' is the definition.
(pagoda is a kind of building)
'one deity entered pennsylvania' is the wordplay.
'one' becomes 'a'.
'deity' becomes 'god' ('god' can be a synonym of 'deity'**).
'entered' indicates putting letters inside.
'pennsylvania' becomes 'pa'.
'a'+'god'='agod'
'agod' going into 'pa' is 'PAGODA'.
(Other definitions for pagoda that I've seen before include "Temple - a GPO ad (anag)" , "Pyramidal temple with an upward curving roof" , "Buddhist memorial building" , "place of worship" , "Buddhist temple, pyramid-shaped with many tiers" .)