Mrs. Marion Wilson Watson, 45, who claimed to have been married to Rudolph Valentino, committed suicide on Saturday. Mrs. Watson, a former actress, was a known as Marion Benda on the stage. She made annual pilgrimages to the Hollywood mausoleum where Valentino is buried. She claimed that she and Valentino had been married in 1925 and that she went abroad to bear him a daughter. Valentino* relatives said her story was untrue.