State of Romanians when drunk (3,6)
I believe the answer is:
san marino
'state' is the definition.
(I know that San Marino is a European country)
'romanians when drunk' is the wordplay.
'when drunk' is an anagram indicator (a drunken or disorderly form of the letters).
'romanians' anagrammed gives 'SAN MARINO'.
'of' is the link.
(Other definitions for san marino that I've seen before include "town in Northern Italy" , "Smallest Eur. republic" , "Small republic completely within Italy" , "Smallest European republic (24 sq miles)" , "place with no coast" .)