Is probably this, from the season 3 episode “We’re Not From Here”:

Specifically, the headline N.Y.C. Lawyer Captures “Nessie”. Because of course Marshall will find and prove the existence of the Loch Ness Monster (though, as he points out in another episode, they’re trying to avoid the term “monster” because of its negative connotations). And of course he will frame the newspaper article and keep it in a place of honor on his desk. I’m also quite sure that he would either capture and release or aid in relocating her to a safe place if need be. Because I trust Marshall to do right by Nessie! The only bad part is how poorly Marshall has aged…