Headache caused by rig collapsing in US state (8)
I believe the answer is:
migraine
'headache' is the definition.
(migraine is a kind of headache)
'rig collapsing in us state' is the wordplay.
'collapsing' indicates an anagram.
'in' is an insertion indicator.
'us state' becomes 'maine' (I've seen this before).
'rig' anagrammed gives 'igr'.
'igr' going within 'maine' is 'MIGRAINE'.
'caused by' acts as a link.
(Other definitions for migraine that I've seen before include "Severe recurring headache" , "Sick headache" , "Disabling headache" , "A really nasty headache" , "Throbbing inside the head" .)