Song about European missing from region in America (7)
I believe the answer is:
arizona
'in america' is the definition.
(I know that Arizona is U.S. state)
'song about european missing from region' is the wordplay.
'song' becomes 'aria' (piece of music in an opera).
'about' indicates putting letters inside.
'european' becomes 'E' (abbreviation e.g. EU).
'missing from' indicates named letters should be taken away.
'region' becomes 'zone' (zone is a kind of region).
'zone' with 'e' removed is 'zon'.
'aria' enclosing 'zon' is 'ARIZONA'.
(Other definitions for arizona that I've seen before include "somewhere in America" , "State of southern US" , "State of SW US" , "part of US" , "US state containing the Grand Canyon" .)