Hi Christina,
I've come across this before. I typically don't have a lead live in just Salesforce or Marketo but both at the same time. To solve your problem, instead of removing the lead from salesforce I create a Salesforce queue and move them there. This gets them out of the way, but allows you to retain all of their salesforce data.
You can create queues very easily in salesforce (Setup > Manage Users > Queues) and can assign leads to them just like you would a user.