I guess there are different kinds of marinades out there

but the ones that have calories like italian salad dressing

do the calories soak into the meat or do they get cooked out?

My guess is that it would add some calories - on the bottle or packet you'll see the nutrition panel specifies what one serve is. Well, when you marinate something and take it out of the dish to put on the barbecue or in the pan, you leave half the marinade behind, dont you? so you dont ingest all the calories. So maybe, I dont know, you'd eat half the calories in *one serve*

its probably not enough to make any material difference, but I'd just count the calories that the bottle says, if I was counting calories.