Hmm, must speak to my butcher about getting some bone marrow. I'm guessing he just throws the bones away.
Do you pay for your bone marrow - and which bones do you get it from?
As an aside, I love to put cow foot in my beef stews. Not the hoof, but the bit between the shin and the hoof which consists mainly of bone and cartilage and some marrow (no meat to speak of). It melts down into a lovely richness which adds unbelievable depth of flavour. You can get them for about 2 quid each from ethnic butcheries. Be sure he has a band saw to chop it up into bits for you too.
Beef thigh bones, are best. Years ago they used to pay for them to be taken away, these days with chefs & celebs using marrow on steaks etc I think they may charge for them. This of course depends on the relationship you've built up with your butcher if he values your custom you could well get them for nowt.