Marsan's first television appearance was in 1992, as a "yob", in the London Weekend Television series The Piglet Files. One of his more significant early television appearances was in the popular mid-1990s BBC sitcom Game On as a bungling bank robber. Marsan went on to have roles in Casualty, The Bill, Grass, Kavanagh QC, Grange Hill, Silent Witness, Ultimate Force, Southcliffe, and more. He also voiced the Manticore in the Merlin episode "Love in the Time of Dragons".
In 2012, he played Dr. Ludwig Guttmann in the television film The Best of Men. He portrays Terry Donovan, brother to the lead character in Showtime's drama series Ray Donovan. In May 2015, Marsan appeared as the practical magician Gilbert Norrell in the BBC period drama Jonathan Strange & Mr. Norrell.
Marsan has appeared in numerous and varied film roles, as the main villain in the 2008 superhero film Hancock alongside Will Smith and as Inspector Lestrade in Guy Ritchie's Sherlock Holmes. His other films include Sixty Six, Gangs of New York, 21 Grams, The Illusionist, V for Vendetta, Gangster No. 1, Miami Vice, Mission: Impossible III, I Want Candy, Vera Drake, Happy-Go-Lucky, Filth, Tyrannosaur, and Heartless.