Work in a US city is torture (5)
I believe the answer is:
agony
'is torture' is the definition.
(I've seen this in another clue)
'work in a us city' is the wordplay.
'work' becomes 'go' (synonyms).
'in' is an insertion indicator.
'us city' becomes 'NY' (short for New York).
'a'+'ny'='any'
'go' inserted within 'any' is 'AGONY'.
(Other definitions for agony that I've seen before include "Excruciating pain" , "woe" , "Extreme suffering - kind of aunt" , "Torture" , "Severe pain, mental or physical" .)