In my opinion, don't put a breakdown of all your marks in any application unless specifically asked for. However, if you've got some good marks in any modules or subjects which are relevant to your application, then it could be a good thing to put those in your CV, including a little info about what that module was about.
If you're on course for a distinction (or whatever the classification might be for your Masters) then it's also a good idea to put that in. Of course, don't write that if you're not!