EditMarks do not survive object duplication or object copy and paste.
EditMarks does not work well with other blacklining or change tracking plugins.
Printing to PDF does not work. Use interactive PDF or print to a postscript file. There is a discussion about this on the Adobe forums, link to discussion.
EditMarks do not work in Footnotes. The best way to achieve EditMarks in Footnotes is to anchor a text frame into the footnote and work from there.
EditMarks in an InDesign footnote. The footnote is actually in an anchored text frame.