1, Phillimore covers Marlborough up to 1812
2. WFHS covers Marlborough but it costs.
3. White Horse can do a look up for you but again it costs.
4. Have a look on Wiltshire OPC for surrounding places contigious to Marlborough.
5. The prison used mostly at that time was at Devizes. . . so have a look for his name in the Devizes Gazette which can be found on FindMyPast or British Newspaper Archive as to his criminal record... or contact Swindon Archives or Marlborough has an office [ I believe]
6. there are microfilms for the parish of Marlborough....>
Marlborough
(Independent Or
Congregational) C077881 1823-1837
(Peter And St. Paul) C020201 ** 1611-1855
(Saint Mary) C022922 1602-1785 M022925 1602-1874
M022927 1877-1894
(St. Mary) C022921 1785-1874
(St. Peter And St. Paul) C020201 ** 1611-1855
[reference High Wallis>
http://freepages.genealogy.rootsweb.ancestry.com/~hughwallis/IGIBatchNumbers/CountyWiltshire.htm#M]
check for wills and probate documents on WCC site