Cryptic crossword clue
Gershwin, say, heading out of Italian capital once 3

The most common and most likely answer to this crossword clue is the 3 letter word IRA

I've seen this crossword clue in The Times
I
R
A

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The straight part
We know that "Gershwin, say" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case gershwin, say = ira.
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.

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