Surprise here Nazi, or a criminal (7)
I believe the answer is:
arizona
'surprise here' is the definition.
(I know this)
'nazi or a criminal' is the wordplay.
'criminal' indicates an anagram.
'nazi'+'or'+'a'='naziora'
'naziora' with letters rearranged gives 'ARIZONA'.
(Other definitions for arizona that I've seen before include "US state, capital Phoenix" , "Western US state" , "State of SW USA" , "US state, home to the Grand Canyon" , "American state, capital Phoenix" .)