A marathon is also the slang term for watching a television show for multiple episodes, sometimes consuming an entire season or series at a time. The use of this term to refer to watching television is a somewhat recent invention, with Urban Dictionary first noting the use of the term in early 2009.
Marathoning television shows is an off-shoot of the easy availability of entire television shows on DVD. While some television shows were available on videocassette, they were not widely available in the way that DVD's are. Along with, and probably caused by, technical advancements, television shows of the last decade or so have often changed to include more in-depth plot arcs, rather than being simply episodic. The ability to follow multiple plot arcs and character arcs is one of the main draws for the marathoning of television shows.
The use of the word "marathon" predates the current era, probably dating from when certain television stations would offer "marathons" of shows during special events. But although its use might be coincidental, I find it interesting that watching television, once considered to be the most vacuous, least productive activity of all, is now referred to in terms of being an endurance sport. And indeed, the person who sits down to watch eight hours of A Game of Thrones is probably not doing it out of a desire for entertainment, as much as out of a sense of duty: to become enlightened about a cultural phenomenon and to master all the details of an intricate story.