US state without a hope's captured (4)
I believe the answer is:
utah
'us state' is the definition.
(state of the USA)
'without a hope's captured' is the wordplay.
'captured' says the answer is hidden in the clue.
'UTAH' can be found hidden inside 'without a hopes'.
(Other definitions for utah that I've seen before include "State of the union" , "State founded by Mormon" , "American location" , "Mormons are found here in a hut" , "A hut marks the State" .)