Place a rack in the oven and preheat to 350°F Lightly mist a 13"x9" baking pan with vegetable oil spray. Set pan aside.
Place the cake mix, cocoa powder, melted butter, cola, buttermilk, eggs, and vanilla in a large mixing bowl. Blend with an electric mixer on low speed for 1 minute. Stop the machine and scrape down the sides of the bowl with a rubber spatula. Increase the mixer speed to medium and beat 2 minutes more, scraping the sides down again if needed. The batter should look well blended. Fold in the marshmallows. Pour the batter into the prepared pan, smoothing it out with the rubber spatula. Place the pan into the oven.
Bake the cake until it springs back when lightly pressed with your finger and just starts to pull away from the sides of the pan, 40 to 42 minutes. Remove the pan from the oven and place it on a wire rack to cool for 15 minutes.
Meanwhile, prepare the frosting. Place the butter in a medium saucepan over low heat. As the butter melts, stir in the cocoa powder and cola. Let the mixture come just to a boil, stirring constantly, and then remove it from the heat. Stir in the confectioners' sugar until the frosting is thickened and smooth. Fold in the pecans.
Pour the frosting over the top of the cake, spreading it out with a rubber spatula so that it reaches the edges of the cake. Cool the cake for 20 minutes before serving.
Store this cake, covered in aluminum foil, at room temperature for up to 1 week. Or freeze it, wrapped in foil, for up to 6 months. Thaw the cake overnight on the counter before serving.