Software architecture practice is highly complex. Software architects interact with business as well as technical aspects of systems, often embedded in large and changing organizations. We first make an argument that an appropriate research agenda for understanding, describing, and changing architectural practice in this context is based on an action research agenda in which researchers use ethnographic techniques to understand practice and engages directly with and in practice when proposing and designing new practices. Secondly, we present an overview of an ongoing project which applies action research techniques to understand and potentially change architectural practice in four Danish software companies.