I'm surprised this hasn't been shared already. Mark Jenkins and Hiram Diaz of "The President's Own' U.S. Marine Band held a master class on how to play a march correctly. They play some excerpts incorrectly and then show how it should be played correctly. It's only about 24 mins long and pretty interesting.
March performance practice with the euphoniums of "The President's Own" U.S. Marine Band:
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