Dessert, possibly Russian, in US city (9)
I believe the answer is:
charlotte
This clue is a double definition.
'dessert possibly russian' is the first definition.
(Charlotte is a type of Russian dessert)
'us city' is the second definition.
(Charlotte is the capital of North Carolina)
'in' is the link.
(Other definitions for charlotte that I've seen before include "sort of sweet" , "Victorian novelist" , "Yorkshire novelist" , "US city" , "One of the Bronte sisters" .)