When you find yourself trying to remember a show (or any works) that's on the tip of your tongue but just out of reach, come here - the collective brain of the TVTropes community can probably help. Post all the details you can remember (examples help). If you're looking for a trope, head over to Trope Finder. Have general questions about tropes? Visit Ask The Tropers!
The first thing that came to mind for me was actually "Spice Up Your Life" by the Spice Girls, but it's probably not that (cool video though). There isn't any marching but it is set in a Metropolis/Blade Runner kind of dystopian city and the lighting is more greyish but you could easily remember it as being blue. The lyrics also have a line about going around.
Also, Janelle Monae uses lots of retro sci-fi imagery which is especially inspired by Metropolis, so she's a possibility. Are you sure the song was by a European artist?
Edited by modgethanc
I remember the video featured marching women in matching retro styled sci-fi or Metropolis type costumes, a lot of pan sweeps, a lot of the color blue. The lyrics featured imagery about how time keeps going around. The song appeared on a Pandora station based off of Cascada which I made in 2011, so the song may have been from sometime between 2009 and 2012.
Any help identifying this would be appreciated!
(and it definitely is not "Destination Calabria")