State of artist coming out of train station (6)
I believe the answer is:
nation
'state' is the definition.
(I know that state can be written as nation)
'artist coming out of train station' is the wordplay.
'coming out of' is a deletion indicator.
'train'+'station'='trainstation'
'trainstation' with 'artist' taken away is 'NATION'.
'of' acts as a link.
(Other definitions for nation that I've seen before include "People of common culture or descent" , "Country, state" , "People of a state" , "A federation of tribes, as Native Americans say" , "Anoint (anag)" .)