Unfortunately a king turned up in state (6)
I believe the answer is:
alaska
'state' is the definition.
(I know that Alaska is a state)
'unfortunately a king turned up' is the wordplay.
'unfortunately' becomes 'alas' ('alas' is used to express regret).
'king' becomes 'K' (abbreviation for king in chess).
'turned up' says the letters should be written backwards.
'a'+'k'='ak'
'ak' back-to-front is 'ka'.
'alas'+'ka'='ALASKA'
'in' acts as a link.
(Other definitions for alaska that I've seen before include "Coldest US state" , "Most northerly state of America" , "Northernmost US state" , "Anchorage is the capital" , "American state, capital Juneau" .)