Source: Warhammer Fantasy: 4th Edition

Marching
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Marching is a type of extra fast move that allows troops that are slightly removed from the main fighting zones to move more rapidly. This represents the swift movement of reserves by marching, and helps to ensure that units don't get stranded away from the fighting.

Marching troops move at double pace with weapons sheathed or shouldered. A unit on the march is not prepared for combat so marching is not suitable for use close to the enemy. No unit would approach the enemy with weapons unready.

Troops may only march if there are no enemy within 8" of them. If marching troops move to within 8" of enemy troops then they immediately halt and prepare their weapons for combat.

A unit on the march cannot change formation or turn as this would disrupt its movement. It can wheel as normal.

A marching unit cannot move through difficult or other obstructive terrain or cross obstacles. It must stop if it comes to these features.

A unit on the march cannot shoot missile weapons during the shooting phase. It is unprepared for combat and any weapons carried are not ready to be used.

War engines, chariots and other machines cannot march - they are far too cumbersome.