Plug 'marsala' in this search http://www.alberta-liquor-guide.com/L... It turns up half a dozen choices - did you have a specific label in mind? Click on the product code to find stores in Calgary that carry that particular label.
The Willowpark Liquor Store (in Willowpark) has a few varieties. It depends what you are planning to create. There is sweet marsala, and dry. Hopefully, if there is something specific you want to use it for, they can help you at Willowpark, as they did for me.