I once asked a similar question (back in 2014 so don’t feel bad) and the answer seemed to be that your time-traveling Marines were boned once they got past the mid-late 1800s. Maybe further back for shotguns that could possibly be re-loaded with black powder based ammo provided you put the extra effort into cleaning and maintaining them.
I’m not a gun guy though so I’m sure others can pipe in here with more complete answers.