How can I switch from a non-B visa to a non-O visa for marriage in Thailand, and is it possible to do this at the local immigration office?

You can change the REASON for your extension from one based on employment to one based on marriage to a thai. You should go to your immigration office (with your thai husband) and get the hand out that lists the requirements as far as documents, photos, copies etc that you need to apply for a yearly extension based on marriage.

You would get paperwork from your employer stating you want to cancel your extension, you would go and cancel the extension based on employment and immediately apply for a new yearly extension based on marriage (with the documents required). They will charge you 1900baht, give you a 30 day under consideration stamp and then you go back in a month and get the year extension inked in

And are you married to a thai national?

You can't go from a non-B VISA to a different visa type inside the country

So let's start out with you answering whether you're here on an extension based on employment from the immigration office OR if you're on a Non-B visa that you got from a thai consulate in another country.