Marsala is a fortified wine, made by introducing something like brandy to a Sicilian white wine to make it stronger and more alcoholic, then aging it in wood. The finished wine is amber colored, a result of the brandy and the wood. There are several different styles and grades of Marsala. Here, in the U.S. we typically see two basic types of Marsala, sweet and dry, from a single maker called Florio. The sweet is used as an after dinner drink and to make desserts like zabaglione.
Dry Marsala isn't really dry, it's what wine people call an "off-dry," which means it's actually a little sweet. It's the type of wine you reduce with mushrooms and shallots to make a Marsala sauce, as with Chicken Marsala. LaRousse may say sweet sherry combined with sweet vermouth sub for Marsala, but they don't mean dry Marsala. Both wines are substantially sweeter than the Marsala you should be using. The best substitutes for Marsala are fortified wines of similar sweetness. Madeira would be best, then an off-dry sherry such as Amontillado. In fact, either would make a better "Chicken Marsala," than sweet Marsala. However, if you can't get Marsala at all, you probably won't find it easy to get Madeira or Amontillado either.
Red wine is no substitute at all. The closest plain wine substitute would probably be something just slightly sweet like a dry Johannesburg Riesling or Gerwurz Traminer, or even Liebfraumilch -- plus a shot of brandy. However, none of these wines has the character or depth of Marsala, Madeira or sherry, so the dish would be substantially different.
The closest you're going to come to Chicken Marsala with a "regular" wine chicken dish is something called "Chicken Marengo." Marengo also relies heavily on mushrooms and shallots, but it uses some tomato sauce and isn't as sweet or mellow.