Set oven to 350.
Place the marshmallows at the bottom of a 9x13 pan.
Make the cake mix per box instructions.
Pour half of the cake batter over the layer of marshmallows.
Spoon the pie filling over the cake mix.
Spoon second half of cake batter on top.
Bake 20-25 minutes until cake appears cooked.
Spread Cool Whip over the top of cooled cake, refrigerate or eat immediately.