While on a midnight train from Washington, D.C. to New York City on November 11, 1939, Marshall died of apparent heart failure at the age of 38. His sudden death came as a shock because of his relatively young age and high level of physical activity. He was greatly mourned by friends and relatives. His brother George (who lived to be 96) said: "Bob's death shattered me and was the most traumatic event in my life." Marshall was interred at Salem Fields Cemetery, a Jewish burial ground in Brooklyn, New York City, beside his parents and sister Ruth (Putey) Marshall, who had died of congestive heart failure at age 38 in 1936.