Glass
Most marbles made commercially today are made from glass, which is good for mass production and makes smooth orbs.
Stone
Marbles have often been made of stone, including real marble, which is thought to have something to do with the name of the toy.
Porcelain
Historically, some marbles have been made of porcelain, according to records dating back to 1815 in England.
Plastic
Plastic marbles are often included in modern children's board games, especially those that center around contests to collect them quickly (such as the classic, "Hungry, Hungry, Hippos").
Clay
Though less popular today, marbles have historically been made of clay due to the ease of creating round shapes with this material.