Marla seems like an obvious INFP to me, although she's definitely an unhealthy one.
Durden seems like an obvious ENTJ to me, He is an excellent commander, regularly shows his aggression physically, and he has that Ni confidence about him.
Narrator seems like an ISTJ to me. That's the best I can come up with for him, though.
Watched the movie, the way I view it is that Edward Norton is an ISxP normally, and Tyler "alter-ego" is an ENxJ. I would go for ISFP and ENTJ being the more likely of the two, shadowing each other. Marla is nuts, I am gonna say she's a really screwed up ENxP, well definitely an Ne-Dom. Tyler never really understood her [in a sense], so I am going to say that is the Ne/Ni contrast between the two.
As for the rest of the fight club crew, I really dunno. I felt that I never got to see their full personalities/personas, as they weren't the main focal points. I enjoyed the movie, and may watch again in the future, and give a full analysis of the characters' types. This is just from the first watch.