One million in US city providing capital (4)
I believe the answer is:
lima
'capital' is the definition.
(capital of Peru)
'one million in us city' is the wordplay.
'one' becomes 'i' (Roman numeral).
'million' becomes 'm' (abbreviation).
'in' means one lot of letters goes inside another.
'us city' becomes 'LA' (Los Angeles).
'i'+'m'='im'
'im' inserted within 'la' is 'LIMA'.
'providing' acts as a link.
(Other definitions for lima that I've seen before include "Mail to Peru's capital" , "Kind of bean" , "Mail to capital of Peru" , "Send mail out to S America" , "South American capital" .)