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' is an insertion indicator.
'us city' becomes 'LA' (Los Angeles).
'i'+'m'='im'
'im' inserted within 'la' is 'LIMA'.
'providing' is the 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" .)