The most common and most likely answer to this crossword clue is the 6 letter word HAVANA
I've seen this crossword clue in The Guardian
H
A
V
A
N
A
More clues leading to the result HAVANA
- Mostly own an area in Caribbean capital
- A capital cigar?
- A Native American turned up without love in Caribbean capital
- Expression of surprise about a vehicle seen in the capital
- Cigar from Virginia found in Chinese area
- Smoke in capital
- A vehicle seen in the middle of that capital
- Capital made by a leading group in hard area
- Capital city — the Big Smoke?
- Endlessly have a North American smoke
Buddy explains!

The straight part
We know that "A capital/cigar" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case a capital/cigar = havana.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.