Pair chicken marsala with a light-bodied red wine, one with fewer tannins and less presence on the palate, according to Wine Spectator. Light and fruity wines, such as those produced with the Gamay grape varietal, are good candidates. One classic commercial example of this is the French wine Beaujolais Nouveau.
Wine Spectator points out that precise pairing should be reserved for special occasions, noting that it's best to choose wines that would be enjoyed on their own. With that in mind, any light-bodied, fruity red should pair solidly with chicken marsala; the key is to balance out the relative heaviness of the marsala sauce and grilled chicken.