One wound up in US city (5)
I believe the answer is:
miami
'us city' is the definition.
(I've seen this before)
'one wound up' is the wordplay.
'one' becomes 'i' (Roman numeral).
'wound' becomes 'maim' (I've seen this before).
'up' is a reversal indicator (in down clue: letters go upwards).
'i'+'maim'='imaim'
'imaim' reversed gives 'MIAMI'.
'in' acts as a link.
(Other definitions for miami that I've seen before include "US city" , "Floridian city" , "state" , "Resort city in SE Florida" , "tourist centre" .)