As I explained in my previous post there are no direct rail links between the Algarve and Andalucia so it is not possible to travel from Faro to Marbella by train.
Buses:
http://www.eva-bus.com
Portimão 07:00 (Portuguese Time)
Sevilla (Est. das Armas) 13:00 (Spanish Time)
Note: This service will not operate on Saturday's, Sunday's and Public Holiday's between 12th October 2009 and 31st May 2010.
You will need to get a local C4 bus between Estacion Plaza das Armas to El Prado Bus Station which runs from just after 6 in the morning till 23:30.
Bus company: http://www.losamarillos.es
Sevilla (Estación de A. Prado de San Sebastián) 18:45
MARBELLA EST 22:00
It is not possible to buy tickets in advance online outside Portugal and Spain
