Would rocks on Mars or the Moon be the same as rocks on earth?
Or would the lower gravity mean they would not be as dense or strong? Or because you wouldn't have plate tectonics would you not find rocks formed by pressure on the surface?
Since rock is classified by formation processes, each type of rock would be about the same no matter what planet you found it on.
But you're right that finding certain types of rock is harder on the surface of the Moon or Mars than it is on Earth, whether it's because the minerals and pressure/temperature ranges are not found or because there are fewer mechanisms allowing deeper rock to rise to the surface. Also, as far as I know the Moon has not had oceans or lakes, which are a requirement for the formation of limestone and hence marble. Limestone would also be hard to find on Mars since though there is evidence of past large bodies of water, we haven't found the depositions of shells and other material that typically forms limestone on Earth.
I'm not a planetary geologist, though, so hopefully one of them can answer more completely.