State of play without a hero (4)
I believe the answer is:
utah
'state' is the definition.
(Utah is a US state)
'of play without a hero' is the wordplay.
'of' indicates a hidden word.
'UTAH' can be found hidden inside 'play without a hero'.
(Other definitions for utah that I've seen before include "State, Mormon settlement" , "Brigham Young's state" , "American location" , "The American Mormon state" , "Great Salt Lake state" .)