Bookmarks seem to have gone the way of the dinosaur in Xcode 4. This wouldn’t have been so bad had the jump-to-bookmark popup above the editor in previous versions not also disappeared. The best replacement currently seems to be to use breakpoints (disabled individually, of course) and navigate with the Breakpoint Navigator.
Shortcut to breakpoints is Cmd + 8. Once there use arrow keys
File a bug report at http://bugreporter.apple.com if you feel something like this should be brought back.