Marcus is apparently a cop from Chicago who worked his way up the ranks. He claimed that the Sinnerman killed his brother, causing Marcus to move to LA where he became station captain.
In reality, Marcus is the Biblical Caine, the first murderer. God cursed him to live forever, and had Amenadiel put the Mark on Marcus' right shoulder. Marcus can't die, although he feels all of the pain of dying. He has done everything and seen everyone he knows and cares about die. Marcus eventually allies with Lucifer to find a way to die and so they can get mutual revenge on God.