Marty

Marty, fully named Martin is the deuteragonist of the film series. Alex and Laurie are the protagonists, while Gloria is the tritagonist and Melmen is the tetartagonist.

Madagascar franchise
The first movie starts at Marty's tenth birthday, where Alex gifts him with another Marty is inspired to leave the zoo after Skipper, Kowalski, Rico, Private and Kendra appear in his pen. After the zoo closes, his friends celebrate Marty's birthday, in which Marty wishes to go to the wild. This takes Laurie, Gloria, Melman and Alex by surprise. Alex talks to him to make Marty feel better before bed. After everyone, including Laurie go to sleep, Marty is found gone by Melman, who wakes up Gloria and Laurie, by going to her bedroom.

Background
Taken from Marty's Page in Madagascar Wiki

He is a zebra which lived at the Central Park Zoo, and a good friend of Alex. In the beginning, Marty lived a life of comfort in the zoo, but comfort led to boredom and Marty soon saw that his tenth birthday came and went and with that, his life was halfway in. Marty decided, then, that he must travel to the wild, for at least a short time, never having seen the wild. At one point in the movie, Alex says he's black with white stripes, as he has 30 black, and only 29 white, but this was partly due to the fact that Alex had to give an explanation as to why he was licking Marty, as he thought he was the steak in his dream

Alex
Alex and Marty have been best friends since childhood.