That's interesting! I'd always thought that Marion = Little Mary (strictly fem) and Marian = Connected to Mary (in this case the virgin Mary: either gender).
In British English Marion would have a short a sound as in clap, and Marian when used of Roman Catholic Orders etc a long a sound as in mare; but though I've met one woman named Marian who pronounced it with the mare sound, I think I'm right in saying that the short a has taken over for both spellings of the given name. Not sure what happens in the States!