Story of arrival in state (9)
I believe the answer is:
narration
'story' is the definition.
('narration' can be a synonym of 'story')
'arrival in state' is the wordplay.
'arrival' becomes 'arr' (abbreviation used in transport).
'in' means one lot of letters goes inside another.
'state' becomes 'nation' ('nation' can be a synonym of 'state'**).
'arr' put inside 'nation' is 'NARRATION'.
'of' is the link.
(Other definitions for narration that I've seen before include "Account of events" , "Spoken account" , "Voice-over in film" , "Story" , "telling" .)