Marshall's father, Charlie, was a blues musician and itinerant pianist.
Marshall has done advertisements for GAP, Cingular, and De Beers' "A Diamond Is Forever" marketing campaign.
She has supported numerous charitable causes, including "The Bereaved Israeli and Palestinian Parents' Circle" and PETA, and appeared at the "Fuck Cancer Benefit". In November 2006 she performed at a Bob Dylan tribute concert in New York with all proceeds going to the Music For Youth Foundation.
Marshall lent her vocals to the track "I've Been Thinking" from the 2004 Handsome Boy Modeling School album, White People. She also sang on the song "Great Waves", from the 2005 Dirty Three album Cinder. In 2006, she duetted with model Karen Elson on an English cover of Serge Gainsbourg's "Je t'aime... moi non plus" under the title "I Love You (Me Either)." It was released on the compilation Monsieur Gainsbourg Revisited in 2006. The same year she also contributed vocals on one track of Ensemble's self-titled album, "Disown, Delete". In 2007 she reworked Yoko Ono's "Revelations" (from her 1995 album "Rising) on the album "Yes, I'm a Witch.
Marshall has admitted to abusing alcohol in the past. According to a recent BBC interview, she is now sober.
In 2006 Blender Magazine named her one of the hottest women in rock along side Joan Jett, Courtney Love, and Liz Phair.