AT&T was the only major carrier left in the United States that didn't release Marshmallow for the Galaxy S6. The carrier updated the support page for this device two weeks ago to show that the update will soon be rolling out. One would have expected that it wouldn't take more than a couple of days but it has actually taken a couple of weeks, nevertheless, AT&T Galaxy S6 has received the Marshmallow update at last.
Since it's a major update it weighs in at around 1.5GB. It brings all of the bells and whistles that are included in Marshmallow, this means new features and user interface tweaks. AT&T has started rolling out the update over-the-air. Those who still don't see the update notification on their handsets can go to Settings » About device » Software update to manually get the update.