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' says the letters should be written in reverse (in down clue: letters go upwards).
'i'+'maim'='imaim'
'imaim' backwards is 'MIAMI'.
'in' is the link.
(Other definitions for miami that I've seen before include "US city" , "Floridian city" , "state" , "Resort city in SE Florida" , "tourist centre" .)