Marita was Krycek's lover. We don't know how or when it happened. Perhaps they met while he worked for the Consortium. When they encountered each other in Kazahstan, they maintained a careful facade of hostility. But when Krycek came to New York, they were wildly passionate.
Apparently, they were plotting against the Consortium together. Krycek said, "They give me what I want... I'm going to rule the world" and Marita replies, "We've got them on their knees, Alex."
But Marita betrays Krycek. She steals Dmitri from him, and instead of trading him to the Consortium, she contacts Mulder. But the oilien inside the boy escapes and infects Marita before we find out what her plan was. She falls into a coma, and is captured by the Consortium.
Eventually Marita is cured of the Black Cancer, by the Russian vaccine reluctantly provided by Krycek. The Consortium then imprisons her, and uses her as a guinea pig for testing the vaccine against the black oil.
Krycek and Marita meet briefly again in "One Son." She's not the woman she used to be. A year of "terrible, terrible tests" has ruined her health and beauty. She is barely recognizable, and frightened by almost everyone, including Krycek. He sees her and is surprised - at what she looks like, or just to see her with Spender - and seems unmoved by either pity or vengeance. Though he was furious at her betrayal in "The Red and the Black," now he is only sardonically amused. Spender asks Krycek to help her, but Krycek just walks away.
Marita's true motives are still unknown. Was she an idealist who was rebelling against both the Consortium and Krycek? Or did she decide that she wanted to rule the world herself, without having to share with her lover? Did she ever really care for Krycek, or was she playing him for a fool from the very beginning?
Whatever she originally felt, she doesn't seem to feel it any more. When she gets Krycek out of prison in "Requiem," she makes it clear that she's doing because CM ordered her to, not because she really wants to help him.