Marched around building (4)
I believe the answer is:
arch
'building' is the definition.
'marched around' is the wordplay.
'around' indicates the answer is hidden within the clue.
'ARCH' can be found hidden inside 'marched'.
(Other definitions for arch that I've seen before include "Chief - supporter - cunning" , "Knowing, sly" , "Curved shape that spans an opening" , "a piece about a foot?" , "Embow" .)