Used in military terminology to describe the mandatory task of providing security or lookout for anything from an ammunition arsenal to an empty barracks. Can last for a few hrs or 24 hrs. Usually given at the worst possible times and weekends to remind you of why you ever joined the military.
Marine: Woot woot!!! It's Christmas, time to go home!!!
1stSgt: Oh fuck no! You have duty Christmas day, don't bother going home.