So, a fighter gets a free attack against a target he's marked, if that target shifts or makes an attack that doesn't include the fighter. Does this attack count as an Opportunity Attack?
Shifting specifically doesn't provoke attacks of opportunity. That's the whole point of shifting. Attacking someone else has never provided an attack of opportunity.
In 4e, you only provoke attacks of opportunity when you move out of a square in which you are threatened or make a ranged attack that doesn't have the 'close' keyword when you are in a square in which you are threatened.
And if an adjacent marked target makes a ranged attack, he gets attacked twice by the fighter : one OA and one immediate interrupt (within the limits of one OA per enemy turn and one interrupt per round) !