It's more of a translation than transliteration. Mark and Anthony are just the English translations of Marcus and Antonius. In French he's called Marc Antoine,

It's more of a translation than transliteration. Mark and Anthony are just the English translations of Marcus and Antonius. In French he's called Marc Antoine, in Spanish and Italian Marco Antonio, etc. All Latin languages do that for names (at least historical names, but it's common enough for other names too) it's just less common for Germanic languages except English which is like always a bit in-between the two.