Seriously.
I understand how the marking mechanic works, and what conditions the mark is supposed to represent in an abstract fashion, but I can't for the life of me, figure out how to RP it.
See, my DM hasn't really figured out how to make combat really intense yet -- we've always had great story events, non-combat encounters and inter-PC roleplaying -- and I'm trying to figure out how to say "Kindly remember that your monsters should try to beat the livingout of me, because I have 79 hit points that are asking to be eaten and marking you is the only way to ASK for it."
That is all.
It depends on the class, really.
Paladin: "Stop or my god will shoot!"

Swordmage: Another easy one. A swordmage mark is a minor curse, which the swordmage can further "hook into" if defied.
Warden: The warden is a primal class, in touch with the spirits. The warden's mark is the warden calling upon the spirits to impede his or her foes (those immediately around him/her). The immediate interrupt attack is the swordmage getting a moment's warning so as to punish the would-be attacker; the reaction move is similar, but takes the warden a moment to instruct the spirit in question, so it doesn't interrupt the attack. Why does the mark only last so long? Lesser spirits are flighty beings, with little in the way of attention span.
Fighter: This seems to be the one that gives you trouble. Don't think of it as a taunt. Think of it as a maniac with an axe as big as your head, constantly swinging it at that same head. If your attention wavers for even a moment, the fighter is going to take that opportunity to remove body parts. Why does the mark expire if not maintained? That should be obvious. How can the fighter mark at range? That's a little more tricky, but I would assume it's still the threat that the fighter represents.
Hope this helps to demonstrate how marks can work in fluff, at least as I interpret them.