Not a smoker myself, but fairly sure Marlboro menthols are available.
My MIL smokes Silk Cut, which as near as I can tell are kind of ladies' cigarettes. I think they make menthols, if that helps.
Seriously, though, there must be a Wikipedia page or something with a list of brands, and who makes them. You can probably find something close to your own brand, just with a different name.
(BTW, be ready to do that for lots of different products. You'll be amazed at what you thought you couldn't get here, that's just in a different part of the shop, etc.)
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