Two people next to each other with their arms locked together are arm in arm. Example: "Look at all the happy couples here, walking arm in arm."

You slip your arm beneath the arm of the other person, and the arms wrap around each other, when you go arm in arm. Example: "What a nice afternoon. We walked arm in arm along the beach for hours."

Sometimes a long line of people may walk together, all arm in arm. Example: "The students all stood arm in arm in front of the school to protest the increase in tuition."