The most common and most likely answer to this crossword clue is the 6 letter word ZAGREB
I've seen this crossword clue in The Times
Z
A
G
R
E
B
More clues leading to the result ZAGREB
- Six in number, gazing round European city
- Capital letters at either end on short flyer
- Clubber gazed around, taking in Croatian capital
- Capital, one lost from Bronze Age reconstruction
- Change of direction regarding Britain in EU capital
- Capital retrospective series in November Gazette
- Orb nicked from the famous Greek composer raised in European capital
- A-Z returned to German concerned with British capital
- Capital city some remember, gazing northward
- City engineers in South Africa and Britain
Buddy explains!

The straight part
We know that "Capital" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case capital = zagreb.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.