Alone? Head down for big city (4)
I believe the answer is:
oslo
'city' is the definition.
(capital of Norway)
'alone? head down for big' is the wordplay.
'alone? head down' becomes 'lo' (I can't justify this - if you can you should give a lot more credence to this answer).
'for' means one lot of letters go next to another (I've seen this in other clues).
'big' becomes 'os'.
'lo' put after 'os' is 'OSLO'.
Can you help me to learn more?
(Other definitions for oslo that I've seen before include "Go solo to European capital" , "Capital in throes of go-slow" , "Northern city" , "City in Norway" , "European capital city (found in Czechoslovakia!)" .)