I had some new marathon Sod put into an area that has mainly shade a very little sun. I've done this every year for the last 5 years. Everytime, after a month and always after mowing, my grass doesn't seem full. the grass is flat where someone or the lawnmower goes over and doesn't rise back up. There are patches of yellow also. I watered it every other day when it was first planted for the first 2 weeks. Now, I'm watering it 2-3 times a week.

Any reason why my grass doesn't look at thick. places where people step and the lawn mower goes over stays down and gets yellow....

any help?

Try a lawn turf which can tolerate shady conditions (possibly St. Augustine if you have less than 50% shade) and you should have much better luck.

If you have more than 50% shade....I would recommend a ground cover which desires shade and doesn't tolerate sun...this will keep it out of the sunny areas.
You could even use Liriope, but this one will live in sun, too....

I don't believe there are any turf grasses which will survive in that much shade for an extended period of time.