State gain includes small coins, oddly (9)
I believe the answer is:
wisconsin
'state' is the definition.
(I know that Wisconsin is a state)
'gain includes small coins oddly' is the wordplay.
'gain' becomes 'win' (synonyms).
'includes' means one lot of letters goes inside another.
'small' becomes 's' (abbreviation - e.g. clothes size).
'oddly' indicates an anagram.
's'+'coins'='scoins'
'scoins' with letters rearranged gives 'iscons'.
'win' placed around 'iscons' is 'WISCONSIN'.
(Other definitions for wisconsin that I've seen before include "US state, capital Madision" , "Northern state" , "US state, capital Madison" , "The "Badger State"" , "American state, capital Madison" .)