What do assemblers translate macros into during assembling? I have dug in simple binaries, such as though like x86 bootloaders, sega video game binaries, etc. I know that these files tend to use assembler macros to define data, etc.
What I am having trouble figuring out is what assemblers tend to translate macros into exactly (are they instructions, custom formatted data entries used statically, addressing mode/special opcodes, etc.).

I do not know if this is the wrong place to ask. If so,  I am saving time by double-posting on reverse engineering 's SE.
From a semantic point of view, macros are expanded into assembly code. How macros are actually implemented probably depends on the assembler. One option would be to expand them in a preprocessing step, like in C compilers; another would be to expand them on the go. The end result is the same &mdash; it is as if the macros were expanded textually in a preprocessing step.

There are other mechanisms used in assemblers that you might consider macros but are different. For example, the x86 MASM uses db/dw/dd to define data. These are stored in the resulting executable, the exact way depending on the executable format, particularly how the binary is loaded into memory. Usually there is a specific data segment which is loaded into a specific address, the relevant pages being marked non-executable if the processor supports this.