I had two similar experiences a few years back (probably not Marriott but some big chain hotels):

1. Similar to the OP's one, but I wasn't naked. I made a simple online police report. No one cares.
2. This is more interesting. Hotel thought that we had checked out. (Our pre-paid reservation was till the next day.) They threw some of our stuff as trash, while kept some of our stuff at the front desk. (We only had some plastic bags of new clothing and a large envelop with documents and cash inside left in the room.) When we returned to the hotel in the evening and realized that our stuff were gone, I approached the front desk. They spent 40 minutes searching the trash and managed to locate my large envelop with all cash inside. The front desk person was very apologetic and did all she could. The next day when I asked to speak with the manager, I was told that manager/supervisor were not available and no one wanted to talk to me.

In both case, no compensation was given (I didn't press hard though).