There are two types of markers: alcohol based and water based. Alcohol based markers tend to be permanent whereas water based can be washed off. Alcohol based markers get their name because the dye in the marker is suspended in alcohol or another fast evaporating substance instead of water.
Alcohol based markers tend to perform better than the water based marker because of their more permanent state when used on an item. The markers are so strongly permanent that a lot of individuals in the theater department will use alcohol based markers to dye their wigs because the color will last much longer.