Rocky state of a party led by Brown, for example, in America (8)
I believe the answer is:
colorado
'rocky state' is the definition.
(the Rocky Mountains are partly in Colorado)
'a party led by brown for example in america' is the wordplay.
'party' becomes 'do' (do is a kind of party).
'led by' is a charade indicator (letters next to each other).
'brown for example in america' becomes 'color' (US spelling of 'colour').
'a'+'do'='ado'
'ado' after 'color' is 'COLORADO'.
'of' is the link.
(Other definitions for colorado that I've seen before include "US state in the Rocky Mountains" , "in America?" , "American river" , "US state has a cool road, oddly" , "State in the Rockies" .)