Madeira wine has a flavor profile similar to Marsala and is a good substitute for Marsala when cooking, according to Wine Folly. If no Madeira is available, simmering 1 part brandy with 2 parts white wine, brown sugar and a little salt also makes for a passable substitute.
True Marsala wines are only made in Sicily, and commonly contain flavors of apricot, vanilla, tamarind, brown sugar and tobacco. These flavors make Marsala a popular wine for cooking and creating sauces. Marsala comes in three colors: gold, amber and ruby. Also, there are three levels of sweetness for Marsala: dry, semi-sweet and sweet. The type of Marsala used during cooking depends on the recipe.