Marines can be found in various places in the single player campaign.
On the mission "Havens Fall," search the bottom left corner near the refugees. Just before the bottom left Zerg base in the water is a Marine frozen in "carbonite."
On the mission "Zero Hour," where you wait 20 minutes for evacuation, search the top of the map, just above the left vespene geiser. Here you can find a Tauren Space Marine. He will enter an outhouse -- if you click it 3 times it will shoot into space, unlocking that level's secret.
On the mission "Welcome to the Jungle," you can find a Murloc Marine near the left edge of the map. He's slightly north of your base. He is standing on a cliff edge, surrounded by trees.
During the mission "Piercing the Shroud," in the loading bay before the room with the Brutalisk, go outside through the door and follow the rock ledge upwards. A large area of the map will be suddenly revealed, and you will find a Murloc Marine. This is a reference to Murlocs in Warcraft. The Murloc Marine is also found in World of Warcraft as a exclusive companion given to those who attended BlizzCon 2009.
Inside the sercret mission unlocked via destroying the Science Facility on Korhol (which can be unlocked in replays btw), send a unit as far as you can at the drop point when you get reinforcements (outside, not entering the brutalisk room first). Here you can see a Murloc Marine just minding it's own buisness on a nearby asteroid.