Police raid road transport depot, finally (4)
I believe the answer is:
bust
'police raid' is the definition.
(eg a drugs bust)
'road transport depot finally' is the wordplay.
'road transport' becomes 'bus' (type of transport).
'finally' indicates one should take the final letters.
The last letter of 'depot' is 't'.
'bus'+'t'='BUST'
(Other definitions for bust that I've seen before include "Break" , "Head-and-shoulders piece" , "Raid - boobs" , "in pieces!" , "reduced to rubble?" .)