Marched around building (4)
I believe the answer is:
arch
'building' is the definition.
'marched around' is the wordplay.
'around' indicates a hidden word.
'ARCH' is hidden in the letters of '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" .)