It sounds as if you may not have a mechanism to update the Marketo record status when a person is converted to a contact. Or, if you do have that mechanism, you have a few people falling through the cracks.
Setup a program to manage the Marketo record status based on the SFDC object change (can be accomplished in a variety of ways).
Or if you already have said program, you could set up a batch alert for yourself that would send you a notification when you have these types of records.
Thanks Jimmy Spencer
You should check how the field mapping is done. Do you have a "status" field in contacts ? Is the Marketo "lead status" field correctly mapped with the both the status field on the leads and contacts in SFDC ? What rules do you have in place in Marketo to manage this field on conversion ?
The whole relates to the design and implementation of you lead management process.