Marsh filled sketchbooks with drawings made on the street, in the subway, or at the beach. Marilyn Cohen calls Marsh's sketchbooks "the foundation of his art. They show a passion for contemporary detail and a desire to retain the whole of his experience". He drew not only figures but costumes, architecture, and locations. He made drawings of posters and advertising signs, the texts of which were copied out along with descriptions of the colors and use of italics. In the early 1930s he took up photography as another means of note taking.