Song about Zulu on in state (7)
I believe the answer is:
arizona
'state' is the definition.
(I know that Arizona is a American state)
'song about zulu on' is the wordplay.
'song' becomes 'aria' (aria is a kind of song).
'about' is an insertion indicator.
'zulu' becomes 'Z' (phonetic alphabet: alpha, bravo, charlie etc.).
'z'+'on'='zon'
'aria' placed around 'zon' is 'ARIZONA'.
'in' is the link.
(Other definitions for arizona that I've seen before include "US state containing the Grand Canyon" , "Site of Grand Canyon" , "US state, capital Phoenix" , "American state, capital Phoenix" , "State represented by Senators Barry Goldwater and John McCain" .)