Marble? As in stone?
Even assuming you could find a sculptor to carve thin hollow tubing out of marble that could be fit over a metal tube, the result would be either so thin as to be incredible fragile or so heavy as to render the bike unridable.
Why not a custom faux-marble paint job? That would look cool.
But somehow I sense I'm missing the point here.
Training: 2002 Fuji Roubaix Pro (105 triple)
Commuting/Daytripping: 2001 Airborne Carpe Diem (Ultegra/XTR, touring wheels)
Commuting/Touring: 2000 Novara Randonee (Sora/Tiagra/LX, fenders, lights)