I have a table StudentMarks with columns Name, Maths, Science, English. Data is like
StudentMarks
Name, Maths, Science, English
Name, Maths, Science, English Tilak, 90
Your query is very close. You should be able to use the following which includes the subject in the final select list:
subject
select u.name, u.subject, u.marks from student s unpivot ( marks for subject in (Maths, Science, English) ) u;
See SQL Fiddle with demo