Cubones can be caught on Seven Island.
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Pokemon Tower in Lavender Town.
You cannot catch it without cheat codes because the Marowak is a scripted special Pokemon "ghost." If you really want a Marowak, you can get one by evolving a cubone or catching one on Victory Road.
In Pokemon heart gold Cubone is found in Rock Tunnel and Safari Zone
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You can catch marowak in the Pokemon Tower (with all the graves) yet they are quite rare. You can also evolve cubone. The Marowak that blocks entry to the top floor is uncatchable, and even a masterball (only obtained by hacking at that stage of the game) will fail.