The Marketplace parameter in the HTTP request has not been required for a while, but some folks are under the impression that the MarketplaceIdList parameter has taken its place. This isn't the case. The Marketplace parameter has been deprecated, so it is no longer part of the authentication process.
The MarketplaceIdList parameter is an optional parameter that is used with two operations, SubmitFeed and RequestReport. These two operations can take multiple marketplace Ids for the marketplaces that you sell in for a single request. Other operations, such as the GetReportRequestList operation, don't use this parameter so if you include it in the HTTP request, you will get an error (400 response code).
When working with multiple marketplaces, such as in the EU, you can specify several marketplaces that you sell in using the MarketplaceIdList parameter. For example:
In NA, you can specify your seller account and your Webstore, for example.
Just remember, you no longer need to include in the HTTP request the Marketplace parameter, and the MarketplaceIdList parameter is only used for the SubmitFeed and RequestReport operations.