Yes, there are left luggage lockers at the Marbella bus station, there two different sizes. You will see them on the right when you get off your bus and come into the bus station. You buy a token from a machine next to the lockers. There are two options; one token costs €3 and the other costs €4 (Prices from 2007) The machine will give change. You can leave your luggage there all day.
Be careful to take out everything that you need for the day, sunglasses, money, suntan lotion and so on because you cannot open your luggage locker twice! If you open it again you will have to buy another token.
You can easily walk into Marbella and right down to the sea front which will give you a good feel of the town. Just cross the road bridge next to the bus station and head straight down the road away from the mountains behind you and towards the sea. You can't get lost! You will come out near the Alameda Park in the centre of Marbella Take a taxi back up to the bus station, it will be a minimum Marbella taxi fare.
Best wishes for your trip to Marbella and enjoy yourself! Mike Drury
From: Manuela Thursday, August 02, 2007 Subject: Luggage lockers at the Marbella Bus Terminal
PS For travellers coming from Seville to the Marbella bus station, why not break your journey in the historic city of Ronda, feel the orange dust of the Ronda bullring and get the best of Ronda, leaving your baggage in the left luggage lockers at Ronda bus station