State colliery must contain answer (5)
I believe the answer is:
maine
'state' is the definition.
(US state)
'colliery must contain answer' is the wordplay.
'colliery' becomes 'mine' (a colliery is a coal mine).
'must contain' means one lot of letters goes inside another.
'answer' becomes 'a' (abbreviation eg in Q and A).
'mine' enclosing 'a' is 'MAINE'.
(Other definitions for maine that I've seen before include "Part of America" , "New England state" , "state of USA" , "somewhere in America" , "American state, capital Augusta" .)