If you need marshmallows for a recipe or impromptu camp fire, you can save a trip to the store by making your own with sugar, gelatin, and (optionally) egg whites. Make a simple sugar syrup, add gelatin and stir until you've got a pot full of marshmallow. Let the mixture set for a few minutes, remove from the pot and cut up your marshmallows.
Culinary blog Serious Eats recommends adding a few egg whites when you add gelatin to make the marshmallows even better. If you don't have any gelatin you can also just beat egg whites into the sugar syrup.
When you make your own marshmallows you can experiment with flavour variations, several of which are detailed at the source link below along with a recipe for vegan marshmallows.
How to Make Marshmallows [Serious Eats]