Weapons, as intercepted by Royal Marines (4)
I believe the answer is:
arms
'weapons' is the definition.
('arm' can be a synonym of 'weapon')
'as intercepted by royal marines' is the wordplay.
'intercepted by' is an insertion indicator (I've seen this in other clues).
'royal marines' becomes 'RM' (abbreviation).
'as' going around 'rm' is 'ARMS'.
(Other definitions for arms that I've seen before include ". . . . and The Man (G.B. Shaw)" , "Members" , "Guns et cetera" , "Crest - guns" , "Blazonry; weaponry" .)