Rex and Brian in a gambling centre (4)
I believe the answer is:
reno
'a gambling centre' is the definition.
(I've seen this before)
'rex and brian' is the wordplay.
'rex' becomes 'r' (common abbreviation e.g. GR=George Rex, King Georg**).
'and' means one lot of letters go next to another.
'brian' becomes 'eno' (musician Brian Eno).
'r'+'eno'='RENO'
'in' is the link.
(Other definitions for reno that I've seen before include "Nevada city of Nero" , "US divorce centre" , "Divorce capital of Nevada" , "gambling centre" , "American city" .)