Stop anarchist finally entering state (4)
I believe the answer is:
stay
'stop' is the definition.
(I know that stay is a more specific form of the action stop)
'anarchist finally entering state' is the wordplay.
'finally' suggests the final letters.
'entering' indicates putting letters inside.
'state' becomes 'say' (to state something is to say it).
The final letter of 'anarchist' is 't'.
't' going into 'say' is 'STAY'.
(Other definitions for stay that I've seen before include "Put off - visit" , "Supporting rope; remain" , "Linger" , "Remain; prop" , "Remain; corset part" .)