AFAIK, the current Roland E and G series have this, The Tyros have this (don't know about S900... anyone?) and I think Korg does too (Wersi as well, before Bill chimes in )...

It is easy to add to user content (at least Roland, haven't used the other kinds), but probably not cross-platform (in other words, Markers put in on a Roland probably don't get seen by a Yamaha, etc.)

Yamaha's system has the advantage of a loop as well as hand activated markers. Hit the button twice (or something, I don't remember) and it loops that marker section. Nice idea...