It took me awhile, but I finally caught that elusive orb, the marble. I have captured it inside of a chainmaille globe, so that its fiery spirit can be forever seen-- but never again shall this marble roll under the depths of the couch, where it was discovered!
I wanted to post instructions for the making of this marbled cage or caged marble, but for me it was simply attempting to get the chain of rings to loop around the marble. It seems straighforward, BUT! marbles love to escape and fly underneath beds.
Here is a picture of how I began (note that I used another blue ring after this).