Oscar accepted by that woman in Oxford? (4)
I believe the answer is:
shoe
'oxford?' is the definition.
(oxford is a kind of shoe)
'oscar accepted by that woman' is the wordplay.
'oscar' becomes 'O' (phonetic alphabet: alpha, bravo, charlie etc.).
'accepted by' means one lot of letters goes inside another.
'that woman' becomes 'she' (I've seen this in another clue).
'o' inserted inside 'she' is 'SHOE'.
'in' acts as a link.
(Other definitions for shoe that I've seen before include "Maybe casual" , "Winkle-picker, for example" , "Maybe court" , "Slingback, for example" , "Oxford, say" .)