Yes. Thick Club works with ALL Cubone and Marowak. This includes A-Marowak as well. After all, it IS still a Marowak. If you plan on having it hold one, it is a great choice and a wise decision.
Refer to current and previous Pokemon guides, Pokemondb.net and type in Thick Club, or other sites like Smogon, Serebii, Bulbagarden, etc for more answers and research.