You can keep marshmallows from sticking together in the bag by putting a little powdered sugar into the bag.
By ThriftyFun
This page contains the following solutions.
Marshmallows will keep for an indefinite time in the freezer. By Robin
Tie off your unused bag of marshmallows and store them in the freezer. They will "thaw" quickly and will be just as soft as they were when the bag was opened.