James appeared in The Philosopher's Stone, The Prisoner of Azkaban, The Goblet of Fire, The Order of the Phoenix and The Deathly Hallows (every book except The Chamber of Secrets and The Half-Blood Prince)

Sirius appeared in The Prisoner of Azkaban, The Goblet of Fire, The Order of the Phoenix and The Deathly Hallows (every book except The Philosopher's Stone, The Chamber of Secrets and The Half-Blood Prince)

Lupin appeared in The Prisoner of Azkaban, The Order of the Phoenix, The Half-Blood Prince and The Deathly Hallows (every book except The Philosopher's Stone, The Chamber of Secrets and The Goblet of Fire)

Peter Pettigrew is the only one who never missed a book. Also surprisingly the only 3 books where all 4 of them appear are The Prisoner of Azkaban, The Order of the Phoenix and The Deathly Hallows. Additionally The Chamber of Secrets is the only book where no marauder besides Peter Pettigrew appeared