Nothing left, so went back to a European capital (4)
I believe the answer is:
oslo
'european capital' is the definition.
(capital of Norway)
'nothing left so went back' is the wordplay.
'nothing' becomes 'O' (looks like zero - 0).
'left' becomes 'l' (common abbreviation).
'went back' says the letters should be written backwards.
'o'+'l'+'so'='olso'
'olso' reversed gives 'OSLO'.
'to a' acts as a link.
(Other definitions for oslo that I've seen before include "Northern capital of Czechoslovakia?" , "Norwegian capital" , "Former Christiania" , "City in Norway" , "Scandinavian city" .)