Christmas returns to a Mexican city (4)
I believe the answer is:
leon
'a mexican city' is the definition.
(I've seen this in another clue)
'christmas returns' is the wordplay.
'christmas' becomes 'Noel' (Noel can mean Christmas).
'returns' shows that the letters should be reversed in order.
'noel' in reverse letter order is 'LEON'.
'to' is the link.
(Other definitions for leon that I've seen before include "Put up Chrissie" , "- Trotsky, communist" .)