"Ask Marcus about the gun known as The Bane" is an objective in the sidequest The Bane in Borderlands 2
Walkthrough[edit]
Head into Marcus's shop in Sanctuary and talk with him. He tells you about the gun and that a man named Horace was who he sold it to. This man is apparently out in The Dust.
Dialogue[edit]
Marcus: I knew I hadn't heard the last of that gun. I bought it off a gun a few months ago. Great gun, but it's ... cursed. I sold it to a bandit named Horace.