A printed personal name index to Royal Marines officers' service records (which are in record series ADM 196) is available for reference in the microfilm reading room at The National Archives at Kew.
Royal Marines: Officers' service records
Royal Marines: Further areas of research
Use Tracing Your Naval Ancestors by Bruno Pappalardo (TNA 2003) in order to explore naval records fully.
From 1926 onwards the records are still kept by the Royal Marines. Details of how to obtain records can be found on the Ministry of Defence's website at http://www.veteransagency.mod.uk/service_records/service_records.html