When does a Marathon Plus tire (not) need replacing?
If this helps at all, I used a set of Marathon Plus tires on a cross-Canada tour last year (8200km), plus a bunch of commutting, totaling about 11,000km. I did not get any flats at any point, but by the end of that distance, the rear tire was pretty bald and I decided to stop using it. 

Here's a picture of the tires around 10,000km, front tire on the left rear on the right. I consider the rear tire bald here since the part actually contacting the road has none of the factory tread remaining. 



Three thoughts I'll share: 


The Smart Guard is an extra layer of rubber between the road side and tube side of the tire, and depending on tire model it is one of a few non-black colors. I think the Marthon Plus is blue, and they do green on some tires, etc. Inspect your tire carefully in good lighting and see if you can see the colored middle layer anywhere, even a small patch. If so I would chuck the tire since that means you've broken through to the middle layer and the road side of the tire could start delaminating from there. 
If your tire is bald but you can't see Smart Guard showing through, and you want to keep using it but are getting a lot of flats, check it for small embedded puncturing agents that may be stuck in the tire and puncturing your tubes repeatedly. E.g. on our tour, a couple of the other guys who were also using Marathon Pluses had a run of flats, i.e. one a day for several days. After careful inspection we found a couple of tiny wires, like human hair thickness and 2mm long, embedded in the tire that were almost invisible, but poking through to the inside and putting pinholes in the tubes. We eventually determined they were radial belt wires being picked up from the side of the highway from areas where transport trucks had had blowouts. You can get similar repeated slow punctures from tiny glass slivers. 
If your tires look like mine (rear very worn and front quite new looking), resist the temptation to swap them between front and rear wheels. A worn tire is a greater candidate for blowouts and other major failures, which in turn are more likely to cause injury when they happen on the front wheel. If you don't want to replace both tires, then chuck the fully worn rear tire, move the partially worn front tire to the rear, and put a nice new tire on the front. More info on this here. 


Hope that helps.