The attestation forms are in record series ADM 157 (1790-1923). The service records from 1842 are in record series ADM 159. They include records of some men who served in the World War Two.
Royal Marines: Other ranks' service records
Royal Marines: How to find a division
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 not held at the The National Archives. 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