Hon. Jefferson T. Martin, recently United States Marshal for the Western district of Virginia, and now holding the same office under the Confederate Government, arrived in Richmond yesterday afternoon on the Danville train. He has always been a strenuous advocate of the cause of the South, and was peculiarly objectionable to the Lincolnites in the Panhandle, where he resides. He came by a most circuitous route. A strict watch being kept upon his movements, he had to start Northward, taking no baggage with him. When he arrived at Steubenville, Ohio, north of Wheeling, he took the train for Columbus, and thence went through Indiana, and down to Jeffersonville; thence recrossed the Ohio river, and came through Louisville, Nashville, and so on to Richmond.