Clue: US state exercise set up ancient weapons (8)
Answer: CALTROPS
Explanation: US state exercise set up ancient weapons (8)
**Cal.** (California, so "state") + **<=SPORT** ("exercise", *set up*) 
*Caltrops were iron balls with four spikes, fashioned in such a way that one spike always pointed up, which were placed in such a way as to impede the progress of horses or vehicles.