Headless ghosts in hell (5)
I believe the answer is:
hades
'hell' is the definition.
('Hades' can be a synonym of 'hell')
'headless ghosts' is the wordplay.
'headless' means to remove the first letter.
'ghosts' becomes 'shades' ('shade' can be a synonym of 'ghost').
'shades' with its first letter taken off is 'HADES'.
'in' is the link.
(Other definitions for hades that I've seen before include "Pluto" , "Hell of Greek myth" , "Classical underworld" , "Inferno" , "Classic hell in the shade" .)