Our dog, also Marley, had the same problem with separation anxiety. One after leaving him for about an hour we came home to a destroyed leather couch.
While many here reference Caesar Millan, my husband and I, prefer the methods employed by Victoria Stilwell from “Its Me or the Dog.” Repeatedly on her show she’d have this very issue to deal with with many dogs. Her method to “break the anxiety” was to desensitize the act of leaving. As other have said, don’t make leaving such a big deal. Simply walk out. When you return, come in, do your thing, then greet the dog after a few minutes (if at all).
The first time we tried that, it didn’t work. What we had to do to really break the behavior was to start with short periods of time and gradually increase them over time. Our first few days was repeatedly we’d walk out the door, and shut it behind us. He’d panic, scratch at the door, whine a little, and then head toward something to chew. As soon as we heard him leave the door, we’d re-enter and go sit down on the couch. No greeting, no praise, just go sit. The next time, we’d stay outside for a few minutes longer, and then longer, and longer. We’d do this multiple times per day until finally we could step out, run to the store, and return to a sleeping dog.
For longer periods of time, like when we were working we’d use a metal crate with his “blanket/bed” near items that carried our smell, like the laundry. Eventually, and I mean over two years later, we can finally leave him out while we’re at work and most of the time he spends his days sleeping while we’re away—be it short trips to the store, or while at work.
The key here is to be consistent, and repetitive. Most of all, take all ceremony out of leaving and coming home. No big hugs/kisses goodbye/hello. You have to let the dog know that its no big deal that you’ve left or come home…. its just what the ‘owners’ do.
In our house its become so low-key that he rarely wakes up in the morning when I leave for work, and i have to go wake him up for attention when i come home because he really doesn’t get bothered anymore.