The Dark Marble is a miscellaneous item that can be acquired in The Nightmare. It is currently obtainable as a 'reward' from the Journeyman, an NPC that can be found at the very end of the End of the Road.
The Dark Marble is used as one of the two 'keys' to unlock The Vault, a room that can be accessed by entering The Grand Hall, however, players need to have a Mansion Key beforehand before they could unlock The Vault, access The Grand Hall and The Mansion in order to proceed.
In appearance, the Dark Marble is a powerful black orb 'levitating' in the very center of the outer ring of the marble. The Dark Marble's ring appears to be made out of materials created by the nightmares.