Marsh King was the title held by the crannogmen rulers of the Neck before the region was conquered by House Stark. To cement the annexation of the Neck to the Kingdom of the North, the daughter of the last Marsh King married the King in the North. Afterward, House Reed began to rule the Neck as bannermen of House Stark.
In the books
In the A Song of Ice and Fire novels, the last Marsh King was defeated by King Rickard Stark, son of King Jon Stark. This was of course, not the same "Rickard Stark" who was later the father of Eddard Stark: names often repeat in dynasties and many Starks throughout history have been named Rickard.