How to do it...

1. Use the subplot() function to arrange several plotly's plots into a single grid:

> library(plotly)
> marg_plot <- subplot(
    plot_ly(data = iris, x = ~Petal.Length, type = 'histogram',
            color = ~Species, alpha =.5),
    plotly_empty(),
    plot_ly(data = iris, x = ~Petal.Length, y = ~Petal.Width, type = 'scatter',
            mode = 'markers', symbol = ~Species, color = ~Species, alpha = .5),
    plot_ly(data = iris, y = ~Petal.Width, type = 'histogram', 
            color = ~Species, alpha = .5),
    nrows = 2, heights = c(.2, .8), widths = c(.8,.2), margin = 0,
    shareX = TRUE, shareY = TRUE
  )
> layout(marg_plot, showlegend = F, barmode = 'overlay')

Sail for explanations, fellow marooner!