We introduce the resource marginal problems, which concern the possibility of having a resource-free target subsystem compatible with a given collection of marginal density matrices. By identifying an appropriate choice of resource R and target subsystem T, our problems reduce, respectively, to the well-known marginal problems for quantum states and the problem of determining if a given quantum system is a resource. More generally, we say that a set of marginal states is resource-free incompatible with a target subsystem T if all global states compatible with this set must result in a resourceful state in T of type R. We show that this incompatibility induces a resource theory that can be quantified by a monotone and obtain necessary and sufficient conditions for this monotone to be computable as a conic program with finite optimum. We further show, via the corresponding witnesses, that (1) resource-free incompatibility is equivalent to an operational advantage in some channel-discrimination tasks, and (2) some specific cases of such tasks fully characterize the convertibility between marginal density matrices exhibiting resource-free incompatibility. Through our framework, one sees a clear connection between any marginal problem -- which implicitly involves some notion of incompatibility -- for quantum states and a resource theory for quantum states. We also establish a close connection between the physical relevance of resource marginal problems and the ground state properties of certain many-body Hamiltonians. In terms of application, the universality of our framework leads, for example, to a further quantitative understanding of the incompatibility associated with the recently-proposed entanglement marginal problems and entanglement transitivity problems.