Worry in Midlands county raising character from Oz (9)
'character from oz' is the definition.
(character from The Wizard of Oz)
'worry in midlands county raising' is the wordplay.
'worry' becomes 'care' (I've seen this before).
'in' means one lot of letters goes inside another.
'midlands county' becomes 'Worcs' (abbreviation for Worcestershire).
'raising' says the letters should be written backwards.
'worcs' back-to-front is 'scrow'.
'care' placed within 'scrow' is 'SCARECROW'.
(Other definitions for scarecrow that I've seen before include "crude figure", "Bird discourager", "Untidy person", "6 [FRIEND OF DOROTHY]", "fixture in field ...".)