In terms of modern science, we know marrow can have direct impact on neuron development in adults.
http://www.foh.dhhs.gov/NYCU/BoneMarrow.asp
Earlier scientific work has shown that bone marrow cells can enter the mouse brain and produce new neurons. However, the new study is the first to show that this phenomenon can occur in the human brain. The study appears in the January 20, 2003, online early edition of the Proceedings of the National Academy of Sciences1.
http://www.ninds.nih.gov/news_and_events/news_articles/press...
http://www.pnas.org/content/100/4/2088.full
http://www.sciencedaily.com/releases/2014/08/140808110709.ht...
In terms of archaeological record and Early Man
http://www.bbc.co.uk/nature/life/Homo
Tooled up
But around two million years ago, telltale cut marks on the surface of animal bones reveal that early humans were using crude stone tools to smash open the bones and extract the marrow. Stone tools allowed early Homo to get at a food source that no other creature was able to obtain - bone marrow. Bone marrow contains long chain fatty acids that are vital for brain growth and development. This helped further fuel the increase in brain size, allowing our ancestors to make more complex tools.
The tools made by habilis are called 'Oldowan tools'. The process used to make these tools was incredibly simple. Hominids picked up one stone, known as a core and broke it with another, known as a hammerstone or percussor. This gave them a sharp cutting edge that could pass through an animal's hide.
https://www.youtube.com/watch?v=V2YMfzhm8ao
Some of the oldest stone tool use we've discovered appears to be tied into marrow extraction by pre-human species about 3.4 million years ago. Long enough for evolutionary forces to have a major impact.
http://www.nature.com/ejcn/journal/v56/n12/full/1601646a.htm...
Another fruitful line of evidence for early hominid diets is from analogy with modern humans, rather than other living primates. In a recent paper Cordain et al, (2001) also argue that the observed increased brain size through time in the Homo line requires the consumption of animal products. They point out that there are two essential fatty acids, docsahexaenoic and arachidonic, that are essential to brain development in modern humans, and the best sources of these two fatty acids are bone marrow, and particularly ruminant brains. Therefore, the consumption of these animal products would have facilitated expansion in brain size and increased cranial capacity over the long term. Similar arguments regarding omega-3 fatty acids are presented by Chamberlain (1996, 1998).
There's tons more. It's pretty well researched and the hypothesis is generally accepted.
There's a documentary somewhere that demonstrates marrow extraction with recreations of millions year old stone tools. There's some co-evolution arguments about the orientation of our hands and the size and strength of human triceps (designed to hold and smash), but I can't find the papers on those right now.