1. Literally, to fail to follow or maintain the proper rhythm of someone or something else while marching. It was almost painful watching them all march out of step during the parade like that—it was obvious they hadn't spent any time practicing or rehearsing. One little boy kept marching out of step with the rest of his class as they walked across the stage.

2. To fail or refuse to conform to or act in accordance with someone or something, especially by doing what is considered correct, proper, acceptable, etc. You really need to stop marching out of step if you want to keep your job as our lead artist—you work for the company, not for yourself. The senator is often criticized for marching out of step with the views of her political party, but that's why so many people across the country love her.