Fill a mason jar halfway with marshmallows, around 1/3 cup. Top with vodka.
Cover with lid and let sit for 24 hours.
If small bits of marshmallow remain, strain the vodka into a bowl to separate them. Then decant the vodka back into the jar. Cover and store.
Notes
Regular sized marshmallows will also work, but the smaller size will infuse and dissolve better into the vodka. If you only have the larger ones, use kitchen scissors or a knife to cut them into smaller sizes.