Identifying unspliced pass-through wires in a receptacle box
You don't have to do anything to identify the conductors. However, you'll have to worry about box fill, as these conductors will have to be counted in the fill calculation.


  National Electrical Code 2014
  
  Chapter 3 Wiring Methods
  
  Article 314 Outlet, Device, Pull, and Junction Boxes; Conduit Bodies; Fittings, and Handhole Enclosures
  
  314.16 Number of Conductors in Outlet, Device, and
  Junction Boxes, and Conduit Bodies.
  
  (B) Box Fill Calculations.
  
  (1) Conductor Fill. Each conductor that originates outside
  the box and terminates or is spliced within the box shall be
  counted once, and each conductor that passes through the
  box without splice or termination shall be counted once.
  Each loop or coil of unbroken conductor not less than twice
  the minimum length required for free conductors in 300.14
  shall be counted twice. The conductor fill shall be calculated
  using Table 314.16(B). A conductor, no part of which
  leaves the box, shall not be counted.