A number of verbs in Spanish are reflexive, and are always used with a reflexive pronoun. The pronoun form corresponds to, or reflects, the subject (the person doing the action), and immediately precedes the conjugated verb.
 

MARCHARSE
(yo) me marcho	(nostros/as) nos marchamos
(tú) te marchas	(vosotros/as) os marcháis
(Ud., él, ella) se marcha	(Uds., ellos, ellas) se marchan

The rules about the placement of reflexive pronouns are the same as the rules you have learned about the placement of indirect object pronouns.