The terrible Marsh Gas Band robbery (5,3,4)
I believe the answer is:
smash and grab
'robbery' is the definition.
(I've seen this before)
'the terrible marsh gas band' is the wordplay.
'the terrible' is an anagram indicator.
'marsh'+'gas'+'band'='marshgasband'
'marshgasband' anagrammed gives 'SMASH-AND-GRAB'.
(Other definitions for smash and grab that I've seen before include "that's criminal" , "(Robbery) involving broken window and theft" .)