Policeman found in cheap bar outside either city, oddly (9)
I believe the answer is:
detective
'policeman' is the definition.
(detective is a kind of policeman)
'cheap bar outside either city oddly' is the wordplay.
'cheap bar' becomes 'dive' (dive is a kind of bar. I am not sure about the 'cheap' bit.).
'outside' is an insertion indicator.
'oddly' means one should take alternating letters (letters in the odd-numbered positions are used).
'either'+'city'='eithercity'
The alternate letters of 'eithercity' are 'etect'.
'dive' placed around 'etect' is 'DETECTIVE'.
'found in' is the link.
Can you help me to learn more?
(Other definitions for detective that I've seen before include "Sleuth" , "such as Chesterton's father" , "police officer" , "Policeman, say" , "Criminal investigator" .)