The list below should keep us optimistic: no marquessates were extinct in the 20th century except one:
Carmarthen, Marquess of (E, 1689 - 1964) - the marquessate was held by the Dukes of Leeds from 1694, when the Ist Marquess of Carmarthen was created Duke of Leeds, until 1964, when on the death of the 12th Duke of Leeds without a male heir all his titles became extinct
Alton, Marquess of (E, 1694 - 1718) - the marquessate was held by the 1st Duke of Shrewsbury from its creation in 1694, when the 12th Earl of Shrewsbury was created Marquess of Alton and Duke of Shrewsbury, until his death in 1718, when the Marquessate of Alton and the Dukedom of Shrewsbury became extinct
Berkeley, Marquess of (E, 1488/9 - 1491/2)
Buckingham, Marquess of (E, 1618 - 1687) - the marquessate was held by the Dukes of Buckingham from 1623, when the 1st Marquess of Buckingham was created Earl of Coventry and Duke of Buckingham, until 1687, when on the death of the 2nd Duke of Buckingham without a male heir all his paternal titles became extinct
Clare, Marquess of (E, 1694 - 1711) - the marquessate was held by the 1st Duke of Newcastle-upon-Tyne from its creation in 1694, when the 4th Earl of Clare was created Marquess of Clare and Duke of Newcastle-upon-Tyne, until his death in 1711, when all his titles became extinct
Dorchester, Marquess of (E, 1645 - 1680)
Dorchester, Marquess of (E, 1706 - 1773) - the marquessate was held by the Dukes of Kingston-upon-Hull from 1715, when the 1st Marquess of Dorchester was created Duke of Kingston-upon-Hull, until 1773, when on the death of the 2nd Duke of Kingston-upon-Hull without a male heir all his titles became extinct
Dorset, Marquess of (E, 1397 - degraded 1399)
Dorset, Marquess of (E, 1443 - 1461)
Dorset, Marquess of (E, 1475 - attainted 1554)
Exeter, Marquess of (E, 1525 - attainted 1539)
Halifax, Marquess of (E, 1682 - 1700)
Harwich, Marquess of (E, 1689 - 1719) - the marquessate was held by the Dukes of Schomberg from its creation in 1689, when Rt Hon Sir Frederick Henry Schomberg KG was created Baron Teyes, Earl of Brentford, Marquess of Harwich and Duke of Schomberg, until 1700, when on the death of the 3rd Duke of Schomberg all his titles became extinct
Hertford, Marquess of (E, 1641 - 1675) - the marquessate was held by the Dukes of Somerset from 1660, when the 1st Marquess of Hertford was restored as 2nd Duke of Somerset, until 1675, when the 4th Duke of Somerset died with no immediate male heirs and the Marquessate of Hertford became extinct, leaving the Dukedom of Somerset and other titles to pass to a cousin descended from the younger brother of the 2nd Duke of Somerset
Kent, Marquess of (E, 1706 - 1740) - the marquessate was held by the 1st Duke of Kent from 1710, when the 1st Marquess of Kent was created Duke of Kent, until his death in 1740, when both titles became extinct
Lindsey, Marquess of (E, 1706 - 1809) - the marquessate was held by the former Dukes of Ancaster and Kesteven from 1706, when the 1st Marquess of Lindsey was created Duke of Ancaster and Kesteven, until 1809, when both the dukedom and marquessate became extinct
Montagu, Marquess of (E, 1470 - degraded 1478)
Monthermer, Marquess of (E, 1705 - 1749) - the marquessate was held by the Dukes of Montagu from its creation in 1705, when the 1st Earl of Montagu was created Marquess of Monthermer and Duke of Montagu, until 1749, when on the death of the 2nd Duke of Montagu all his titles became extinct
Newcastle-upon-Tyne, Marquess of (E, 1643 - 1691) - the marquessate was held by the Dukes of Newcastle-upon-Tyne from 1665, when the 1st Marquess of Newcastle-upon-Tyne was created Earl of Ogle and Duke of Newcastle-upon-Tyne, until 1691, when on the death of the 2nd Duke of Newcastle-upon-Tyne all his titles except for the Barony of Ogle became extinct
Normanby, Marquess of (E, 1694 - 1735) - the marquessate was held by the Dukes of Buckingham and Normanby from 1694, when the 1st Marquess of Normanby was created Duke of Buckingham and Normanby, until 1735, when on the death of the 2nd Duke of Buckingham and Normanby without a male heir all his peerages became extinct
Northampton, Marquess of (E, 1547 - attainted 1553)
Northampton, Marquess of (E, 1559 - 1571)
Pembroke, Marquess of (E, 1532 - attainted 1536)
Powis, Marquess of (E, 1687 - 1748)
Somerset, Marquess of (E, 1397 - degraded 1399)
Suffolk, Marquess of (E, 1444 - surrendered 1493)