State unfortunately close to risk area (6)
I believe the answer is:
alaska
'state' is the definition.
(Alaska is an example)
'unfortunately close to risk area' is the wordplay.
'unfortunately' becomes 'alas' (I've seen this before).
'close to' says to take the final letters (the close/ending of).
The final letters of 'risk area' are 'ka'.
'alas'+'ka'='ALASKA'
(Other definitions for alaska that I've seen before include "Anchorage is the capital" , "American state, capital Juneau" , "49th US state" , "Largest state of the USA" , "Sarah Palin's home state" .)