Just something for everything to remember: losing your Marshall in the game, even very early, is no excuse to just give up. Let me give a report of a game I've played, and won.
It all started out very simple. My opponent had all his scouts near the center and scouted anything that moved. Well, he discovered two captains, a Marshall and a Lieutenant and killed four of my scouts. In the meantime, my scouts in the side flanks discovered just walls of bombs. My opponent had blocked the sides, thus I already knew four of his bombs! Did cost 4 scouts, though.
So at that point I knew I had a great advantage. He would most likely have the last two bombs in one of the corners, protecting his flag so anything else was fair game for my stronger pieces. And I was ready to start the hunt, captured an Captain with my Marshall, who was immediately stabbed to death by my opponent. Oops. And there was his Marshall, in the middle lane, killing anything that tried to get past.
Well, I did manage to get my general past this obstacle and since my opponent feared my spy and had ran out of scouts, he could not do much scouting on my side. While I just started slaughtering pieces until my general met his.
Then, two of my miners breached the bomb walls, giving their lives so my Colonels could get through. And so they did. I took a bunch of Majors, Captains, Lieutenants and Sergeants until one Colonel was exchanged and the other cornered by his Marshall.
Now, I realized that I could still win!
Next step: hunting with my majors and one of them quickly discovered the second Colonel of my opponent. So now I had to remember and avoid two pieces of him. But the battle just went on with me taking anything else and even managed to clean one corner simply because he moved one of those pieces.
In the meantime, my opponent could not capture my Colonel, unless he was willing to exchange them for his. Basically, he did not lock my Colonel, but I locked his Marshall.
Near the end, he had one Colonel, one Marshall and two miners and he had to unblock my Colonel out of fear of one miner of mine trying to diffuse one of his corner bombs. (It turned out to be a Captain, which did not matter much since I still had 4 Sergeants, 2 Lieutenants, 2 more Captains and three Miners. Plus 6 bombs... And only 4 of my pieces had moved. Even worse, I still had my spy...
Now I was sure to win!
So I used my Colonel and another strong piece plus my spy to move in on his remaining miners. Even though he had not moved them, I knew where they were, since I knew where his bombs where. So I forced him to exchange Colonels, thus turning my weakest piece into one of the most powerful ones. My Spy could now try to capture his Marshall! Still had to take away those last Miners, though.
Since his Marshall was now defending the two bombs, I could locate my spy between him and the center lakes. This would mean that he would run out of moves at one point and would have to surrender his Marshall to my spy. (Because if he can reach the center area, he can just run in circles.)
At this point I just had so many pieces that I could just walk to his miners and take them, which I made clear that I would be doing. With 8 moving pieces I closed in on his remaining three and he knew he would lose now. So he took a gamble and took a Captain of mine that was next to my spy. Just hoping I was bluffing, but I was not. Gone was his Marshall and whatever he had left would fall to my forces.
Game over. I won!
Okay, I won because my opponent used one of the weakest defences possible. He used a pattern for his bombs that I could guess and thus I could rampage through his troops with all I wanted. Losing my Marshall very early in the game made it a bit more difficult but still his defence was way too weak.
Losing your Marshall doesn't always lose the game too. Too many players just give up, without considering the strength of your opponent's defense...
My advise: Never give up! Unless you know your opponent also has a strong defense.