The Grey Knights tend to kept in reserve to deal with Deamonic incursions, since there are so few of them. Any Inquisitor could theoretically request the help off any Marine chapter, but good luck getting say the Dark Angels to agree to that :)
Still, with a thousand chapters out there, it's not that hard to come up with a marine on two on detached duty, perhaps down to some ancient oaths and agreements.
The Ordo Malleus and the Grey Knights work very much hand in hand, ditto the Ordo Hereticus and the Sisters. The Ordo Xenos don't have such close ties to one force, but have Deathwatch marines inducted from likely dozens of chapters.
Bringing in Marines, or especially Sisters, you'd need to have a Puritan Inquisitor. A Radical would soon find his allies turning on him. Though there was one Marine chapter that would probably work quite nicely with a Radical Deamonhunter. I can't remember their name offhand, but they had a thing for 'finding' deamonic weapons and using them against the enemies of the Imperium. Those would seem a natural fit.