Originally Posted by monahos
There appears to be no direct train between Marseilles and Rome.
The shortest way would be to catch one across the border in Ventimiglia. However I don't see any sleeper trains on this route.
The nearest one plies the Torino-Roma route, with Genova the stop closest to Marseilles.
Regarding the pickup of SNCF tickets ordered online, a search on various forums (Europe, Air France, TravelBuzz come to mind) should yield a number of tips.
There's a train every night from Nice to Rome (via Ventimiglia), with sleeping cars, leaving Nice at 20:25 and arriving at Rome at 6:48. The connecting train leaves Marseille at 16:52 and arrives in Nice at 19:15.