There is a St. Mark's Episcopal Church, and a St. Mark's *Old* Catholic Church, which is in northeastern Jefferson County. The Old Catholics are break-offs who do not accept Vatican I (nor II of course). Looking in Fr. Crews' history of the archdiocese, An American Holy Land, I do not see an index entry for a St. Mark's parish. So I suspect St. Mark's OC Church is the best candidate, though I could not find an establishment date on their website.

Although Ancestry has Louisville city directories from around 1900, the county would not be included. They seem to be down right now but I still would check them. Alternately, you could call the Chancery and ask if there ever was a St. Mark's parish and the dates it existed.