When Valar Morghulis meets Marched to the Wall, i have Jon Snow and Ghost(Core) in play.

Marched to the Wall is excuted firstly.

Can I let Ghost to be discarded, and then kneel Ghost to save Jon Snow from being kill in Valar Morghulis?

Marched to the Wall would cause Ghost to leave play and would be resolved before Valar even goes off. Ghost's ability is a response and Jon Snow isn't being discarded at that point in the plot phase; it might work if Ghost's ability said something like "Kneel Ghost to prevent a Night's Watch character from being killed or discarded from play for the rest of the phase."

Skowza said:

All plots are revealed at the same time during the same action window. So Marched to the Wall and Valar are being resolved in the same action window. As such, the cards that leave play because of Marched to the Wall are still physically on the table - though in a moribund state - when Valar is resolved (and remain there until the action window that started with revealing plots closes). Cards that are moribund are still allowed to use all their abilities while moribund - provided that they do not need to leave play in order to use those abilities. So Ghost's "save a NW" ability is still available to the player when Valar activates and can be used to save Jon from the plot.

The cards that die for Valar and the cards that are discarded for Marched will be physically removed from the table at the same time - no matter which order the plots resolve in.

Thanks a lot! That means we've definitely been playing some things wrong.