Walter was born in on 18th July 1892, the son of Henri (also Henry) and Elizabeth Marshall.
Henri Marshall was born in Calais, France, the son of Thomas and Ann Marshall. Henri's father was a lace curtain designer and it is possible that he worked and lived in France for a time. However, by 1881 Thomas (53) and Ann (53) were living at 14 Bruce Grove, Meadows, with their two sons, Walter (27) a draughtsman and Henri (22) a plumber. There was also a third son, Arthur (b. 1856) who was a plumber and in 1871 still living with his parents and brothers (then 31 Willersley Street, Nottingham).
Henri married Elizabeth MacLaughlin in 1887 (marriage registered O/N/D Nottingham) and in 1891 they were living at The Old (-) House, Wilford Road, Meadows, with their two-month old son, Walter, and Henri's widowed mother, Ann (67). Also in the household was a servant, Emily Eams (13). Their second son, Harry, was born the following year on 18 July 1892 (birth registered O/N/D Nottingham).
Henri died aged 46 in 1905 (death registered J/F/M Nottingham) and it seems that at some point Walter and perhaps Harry went to live with George Henry Marshall, who was probably their father's first cousin.
George Henry Marshall was a lace curtain designer (employer), who in 1911 was living at 142 Nottingham Road, Nottingham, with his second wife, Bertha Cicely (nee Brumpton) whom he had married in 1910. In the household were his two sons by his first marriage, Louis (28) a lace curtain designer and Stanley (27), who in 1901 had been a lace curtain design copier but was now a musician (piano, working from home), George's two unmarried sisters, Florence Emily Marshall (35), a dress maker, and Mary Elizabeth Marshall (42), of no occupation, and Walter Marshall (20), a printer's apprentice, who was described as the son of his cousin's cousin.
It is possible that Walter's younger brother, Harry, had already emigrated to America by 1911 as Harry, a printer, attested for the Canadian Expeditionary Force on 7 January 1918 but gave his address as the Congress Hotel, Elis & Filmore St, San Francisco, USA. He was unmarried and named his cousin, Stanley Marshall of 142 Nottingham Road, Nottingham, as his next of kin. He served as 2138068 Private, CEF, and served in France towards the end of the war.