One captivated by artist in European city (6)
I believe the answer is:
munich
'european city' is the definition.
(German city)
'one captivated by artist' is the wordplay.
'one' becomes 'I' (Roman numeral).
'captivated by' means one lot of letters goes inside another.
'artist' becomes 'Munch' (painter Edvard Munch).
'i' placed within 'munch' is 'MUNICH'.
'in' acts as a link.
(Other definitions for munich that I've seen before include "Site of 1972 Olympics" , "German capital" , "South German city" , "Olympic venue" , "Chum in Germany" .)