Preheat oven to 450°. Roast marrow bones (have your butcher saw them into pieces) in a roasting pan, turning occasionally, until browned, 25–30 minutes. Cut carrots and celery into 3” pieces; add to pan along with onions and garlic. Roast, turning occasionally, until vegetables are brown, 25–30 minutes.

Transfer to a large stockpot; add cold water to cover. Pour off fat from pan, add ½ cup water, and stir, scraping up browned bits; add liquid to pot along with parsley, thyme, bay leaves, and black peppercorns. Bring to a boil, reduce heat, and simmer 4 hours, occasionally skimming foam and fat from surface and adding water as needed. Strain.

DO AHEAD: Stock can be made 2 days ahead. Let cool; cover and chill, or freeze up to 3 months.