The goose step, or "parade march" has gotten an undeserved bad rep.
This was the formal dress or ceremonial march style of the Prussian Army, which was the creator and originator of many European military traditions. Variations of it are seen all over Europe, even in many of the countries that opposed the Nazis. The Russian Army taught many of their cold war allies the same high-stepping style--even Cubans do it now.
The Russian style is particularly attractive, especially when done slowly by small groups of soldiers at ceremonial functions. Check out the "changing of the guard ceremony" at Lenin's Tomb.
Of course, the "goose step" is only used in ceremonial or parade formations. No one would march that way just to get from A to B. The preferred technique for that maneuver is called "goose flap".