Moving to a rhythm or conforming to the movements of others, as in The kids marched in step to the music. [Late 1800s]
in step with. In conformity or harmony with, as in He was in step with the times. The antonym to both usages is out of step, as in They're out of step with the music, or His views are out of step with the board's. [Late 1800s] Also see in phase; out of phase.