Physical structure of a defensive alliance: goodness! (7)
I believe the answer is:
anatomy
'physical structure' is the definition.
(an animal's anatomy is its physical structure)
'a defensive alliance goodness' is the wordplay.
'defensive alliance' becomes 'NATO' (North Atlantic Treaty Organisation).
'goodness' becomes 'my' (both are exclamations of surprise).
'a'+'nato'+'my'='ANATOMY'
'of' acts as a link.
(Other definitions for anatomy that I've seen before include "Study of bodies" , "Study of (physical structure of) living things" , "Study of the structure of animals" , "Examining body" , "The scientific study of bodily structures" .)