There isn’t a word for it.

Malvavisco in Spanish as others mentioned, but in Chile we also call some varieties "guagüitas" (little babies) for some reason

Just marshmallow in Brazilian Portuguese. Natives tend to pronounce it closer to something more like mah-she-mello, in my experience.

Mályvacukor (hungarian) - translates to mallow candy / mallow sugar

Vahukomm in estonian

Foam candy

Marshmallow (Swedish)

マシュマロ

Japanese

I Italian they are just "marshmallows", but interesting enough, in the Ghostbuster film Italian's dub it was translated with "gnocchi di lichene".

marshmallow or just shmalo

Esponjitas in spanish (Little sponges)

Some people also call them Nubes (clouds)

chamallo in french sometimes. otherwise marshmallow

In Mexican Spanish they're known as "bombones".