Peel pears, leaving stems intact. Cut a thin slice from bottoms so pears will stand upright.
Stir together Marsala, vanilla bean, and brown sugar in a large saucepan; add pears. Bring to a boil; reduce heat, cover, and simmer 45 minutes. Discard bean. Serve pears at room temperature with sauce.
*1 teaspoon vanilla extract may be substituted for vanilla bean. Add extract after simmering mixture.