Marshmallow shooter kits with all PVC pieces pre-cut are available in the Instructables store!
This project appears in print as part of Best of Instructables Volume 1.
Instructions are here for the Soda Bottle Safety Goggles.
Step 1: Plans
(22 inches of 1/2 PVC pipe (1/2 is a the nominal diameter, its actual outer diameter is closer to 7/8 inch), 2 end caps, 2 three way junctions, and 2 elbows.)
Step 2: Cut the PVC to length
Hacksawing is a good choice for this step; here is a How to Hacksaw tutorial.
Step 4: Test
Point the gun in a safe direction. Load a minimarshmallow into the mouth piece, seal your lips to the mouthpiece, and give the gun a quick burst of air.
Yes, the marshmallow does go around all those curves. Pretty cool, huh?!
Keep your ammunition sealed. Dry marshmallows don't work very well.
Clean up your marshmellows when you're done. Especially, don't leave any around roads: they will attract animals to be hit by cars.