Priest in Massachusetts linked to US city (4)
I believe the answer is:
lama
'priest' is the definition.
(I know that lama is a type of priest)
'massachusetts linked to us city' is the wordplay.
'massachusetts' becomes 'ma' (abbreviation).
'linked to' means one lot of letters go next to another.
'us city' becomes 'LA' (Los Angeles).
'ma' put after 'la' is 'LAMA'.
'in' acts as a link.
(Other definitions for lama that I've seen before include "devout Buddhist" , "Religious leader" , "A Buddist monk in Tibet" , "A Buddhist priest in Tibet (4)" , "Tibetan high priest" .)