Line a cookie sheet with waxed paper and set aside.
In a large, heavy-bottomed saucepan, combine the sugar, milk, cocoa, and butter and stir to combine. Cook over high heat and bring to a boil. Allow to boil for 1 1/2 minutes, remove from heat, then add the oats, coconut, vanilla, and marshmallows and stir well to combine. Drop by tablespoonfuls onto the prepared cookie sheet and chill.
