Apache chief in rocky region west of Missouri (8)
I believe the answer is:
geronimo
'apache chief' is the definition.
(I've seen this before)
'rocky region west of missouri' is the wordplay.
'rocky' is an anagram indicator.
'west of' is a charade indicator (letters next to each other).
'missouri' becomes 'mo'.
'region' is an anagram of 'geroni'.
'geroni'+'mo'='GERONIMO'
'in' acts as a link.
(Other definitions for geronimo that I've seen before include "Shout up high" , "Cry of exhilaration" , "C19 Apache chief" , "helicopter paratroops' departure call?" , "battle cry" .)