State of an upper-class bad hat (4)
I believe the answer is:
utah
'state' is the definition.
(Utah is a US state)
'an upper-class bad hat' is the wordplay.
'an upper class' becomes 'u' (as in U- and non-U speech).
'bad' indicates anagramming the letters.
'hat' with letters rearranged gives 'tah'.
'u'+'tah'='UTAH'
'of' is the link.
(Other definitions for utah that I've seen before include "America's Mormon state" , "In USA, it's the Mormon state" , "American state, capital Salt Lake City" , "The "Beehive" State, capital Salt Lake City" , "Brigham Young's state" .)