James scored 14 points in the opening period for Cleveland, which ran out to a 32-15 lead entering the second quarter.
The Cavaliers, who led by as many as 22 points in the first half, finished the first quarter on a 23-4 run capped by Marshall's three-pointer with three seconds left.
New Jersey, on the other hand, could not find the basket, scoring just 15 points on seven-of-21 shooting in the first 12 minutes.
In the second half, James was in foul trouble, leading to Cleveland's postseason-low eight points in the third quarter -- allowing New Jersey to creep back into the game.
The Nets got as close as 64-63 with 9:38 remaining in the fourth on a three-point play by Mikki Moore.
However, New Jersey did not score again until the 1:46 mark on a three-pointer by Antoine Wright to make it 86-72.
James shot eight-of-20 from the field and Marshall was six-of-11, including six-of-10 on three-pointers.
The Cavaliers, who shot 43 percent (33-of-76) overall, were 11-of-27 from the arc.
Vince Carter, who has an opt-out clause in his contract and may have played his final game as a Net, scored just 11 points on four-of-11 shooting for New Jersey, which shot just 38 percent (26-of-69).
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