Well, multimonitor turned out to be broken, now it's fixed for the D3D93x. In order to use the marquee feature, use a command line like this:
mame64 -numscreens 2 -screen0 \\.\DISPLAY2 -screen1 \\.\DISPLAY1 -view0 standard -view1 marquee -use_marquees bublbobl
Below you have the graphical proof that it worked here this morning, so if it doesn't work for you it's your fault
Pay attention to the artwork file attached (bublbobl.zip). This one works. The one posted by funkycochise does not. The .lay file inside the zip must be named after the rom name in order to work.
Now, testing on Windows 8 only D3D9ex build works with multimonitor, probably it's the same for 7. D3D9 build's multimonitor feature is broken. It is broken in baseline too. It used to work for sure, but I believe last time I tested it successfully it was still under XP. I've tracked the issue back to 0.175 and it was already there, so I guess this is a compatibility problem with D3D9 and Windows 7+. So Windows 7+ users: make sure to use D3D9ex only for now on.
Another note: while testing the D3D9 build I've stumbled on an issue that's nearly made me go crazy. Once you launch GM with multimonitor and the screens get messed, the OS somehow blacklists that executable and since then it's launched in a small window no matter what you do. It gets cursed. After some hours I've found that Windows keeps those cursed executables in the registry, here:
HKEY_CURRENT_USER\Software\Microsoft\Direct3D\Shims\MaximizedWindowedMode
If you run into this issue, run Regedit and kill that key.