Captain David Seath, 31, collapsed after suffering a heart attack near the 23-mile mark, close to Southwark Bridge.
The Afghanistan veteran's friends and family met on the course at midnight at the place where he collapsed.
About Â£200,000 has been donated to Help For Heroes in his memory.
He received immediate medical attention and was taken to St Thomas' Hospital but died later.
Capt Seath, from Cowdenbeath, Fife, commanded a specialist team while serving as a fire support team commander for 29 Commando Regiment Royal Artillery, based in Plymouth.
He completed two master's degrees at the University of Aberdeen before attending the Royal Military Academy Sandhurst, the elite officer training centre, in 2009.
Capt Seath's mother, Libby, said: "David has achieved more in 31 years than most people do in 70. He lived his life on the edge and to the full."
Relatives of a soldier who died while running the London Marathon have completed the remaining three miles of the course in his memory.