In pro-level games, I often see Terran players pulling SCVs off half-completed buildings without cancelling the buildings (shown here). How do you do that?
What you are referring to is the SCV Halt command (hot key T). By issuing this command you can regain control of your scv and issue a movement command (moving it to safety) without canceling the building. Another SCV can then be right clicked onto the building to finish it.