Melt butter in large saucepan; add onion and celery and saute 4-6 min. or until tender. Add chestnuts and saute another 2 min. Add Marsala and scrape the pan to deglaze. Add broth and next 3 ingredients. Bring to a boil, reduce to a simmer over medium-low heat, and cook, uncovered, 20 min. Let cool 15 min.
Process soup in a blender, in batches, until smooth. Return to saucepan, stir in nutmeg, and bring to a simmer. While soup reheats, fill a soup tureen with boiling water, and let warm for several min. drain tureen. Transfer hot soup to warmed tureen, and serve.