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"Does it open a new horizon for my thinking? Does it lead me to think new kinds of thoughts, that I would not otherwise perhaps have thought at all? These qualities are what [make] science fiction ...unique."
- Frederik Pohl

Space Marine  
  A space-based military force, or members of such a force.  

This is the first instance of the phrase AFAIK.

Lieutenant Sullivan unlimbered a battered guitar, twisted the keys experimentally, plucked out a few chords of doubtful harmony and crooned:

Oh, Captain Jinks, the space marine
He drank a quart of gasoline;
And since that time he ain’t benzine.
He's now a piece-ful fight-tur!

Brink picked up a magazine of ancient vintage and started reading an absurdly impossible story about a Martian’s adventures on Zoxaquokivizibum, an imaginary planet of the star Sirius. After a page or two, he threw the book down in disgust. “Why,” he asked himself, “Why don’t these writers of science fiction try to keep within the boundaries of plausibility.”

Having sung for the seventeenth time the mournful but sprightly saga of the bibulous Captain Jinks, Sullivan put away the guitar and remarked, “By the way. Captain Frank, I’ve heard that song I don’t know how many times and I’ve often been called a Space Marine myself, and yet I’ve never been able to make the slightest iota of sense out of that ridiculous nomenclature. I always thought that the word ‘marine’ meant something pertaining to the sea. Why call us marines when we never go near any oceans?"

“Merely a figure of speech, my boy,” Brink elucidated. “Didn’t you ever hear about the United States Marines?”

Technovelgy from Captain Brink of the Space Marines, by Bob Olsen.
Published by Amazing Stories in 1932
Additional resources -

Robert Heinlein uses this term in his 1939 story Misfit:

"Attention to muster!" The parade ground voice of a First Sergeant of Space Marines cut through the fog and drizzle of a nasty New Jersey morning. "As your names are called, answer 'Here', step forward with your baggage, and embark.
"Atkins!"
"Here!"
"Austin!"
"Hyar!"
"Ayres!"
"Here!"
One by one they fell out of ranks, shouldered the hundred and thirty pounds of personal possessions allowed them, and trudged up the gangway. They were young -- none more than twenty-two -- in some cases luggage outweighed the owner.

E.E. 'Doc' Smith's Lensman [1937] introduces the idea of the Galactic Marines, probably the first space marines.

Compare to astronaut from The Death's Head Meteor (1930) by Neil R. Jones, space pirate from Evans of the Earth-Guard (1930) by Edmond Hamilton, astrogator from The Conquest of Space (1931) by David Lasser, space men from Revolt of the Star Men (1932) by Raymond Z. Gallun, spacedog from A Question of Salvage (1939) by Malcolm Jameson, rocketeer from Sunward Flight (1943) by Leo Zagat and space cadet from Sunward Flight (1943) by Leo Zagat.

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Additional resources:
  More Ideas and Technology from Captain Brink of the Space Marines
  More Ideas and Technology by Bob Olsen
  Tech news articles related to Captain Brink of the Space Marines
  Tech news articles related to works by Bob Olsen

Space Marine-related news articles:
  - Space Marines Idea Takes Off

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