State of kid - a horror (5)
I believe the answer is:
idaho
'state' is the definition.
(US state)
'of kid a horror' is the wordplay.
'of' says the answer is hidden in the clue.
'IDAHO' is hidden in the letters of 'kid a horror'.
(Other definitions for idaho that I've seen before include "My Own Private -- (1991 film)" , "US state E. of Oregon" , "US state in the Rocky Mountains" , "US state, capital Boise" , "43rd US state" .)