Marketplace is a Lantern in Fallen Village, a region that opens in main quest chapter 3, RENDEZVOUS. The Blunderbuss is given inside the red-wallpaper house, about 30 m from the Lantern in a straight line, so you can pick it up as soon as you arrive. Path of Fire, Fields and Orchard, the other Fallen Village Lanterns close by, each sit about 180 m away.
The chests nearest Marketplace hold Distilled Blade Material, Pure Blade Material, a Ferrofluid Flask Power Upgrade and the Warrior's Fury Amber. The Weathered Key is nearby, along with the Arrest Warrant, Love Letter and Quartermaster Letter notes. Loose pickups around the Lantern include 4 Rare Catalyst Clots and 2 Epic Catalyst Clots for upgrades. There are also 3 Pistol Ammunition, 2 Deadly Rounds, 2 Special Ammunition and 3 Standard Firearm Parts, which help keep the new Blunderbuss and your other firearms supplied. You can also pick up 2 Crude Blade Material and an Oil Grenade.
Blunderbuss
Distilled Blade Material
Ferrofluid Flask Power Upgrade
Pure Blade Material
Warrior's Fury
Rare Catalyst Clot
Pistol Ammunition
Standard Firearm Parts
Crude Blade Material
Deadly Rounds
Epic Catalyst Clot
Flaming Whetstone
Oil Grenade
Weathered Key
Path of Fire
Fields
Orchard