There are some obvious reasons to avoid permanently marking the parts you machine, including equipment cost and adding another step to a manufacturing process. These may be valid reasons if the parts you are making are low-cost commodity items or ones that have no possibility of causing a product failure. However, if the parts you produce fall outside of those parameters, you should give serious thought to encoding them with identifying information for 3 good reasons:
The ability to verify the origin of manufactured parts is becoming increasingly important throughout virtually all industries. Among the issues driving this movement are: the need for traceability when recalls are required, identifying the causes of product failures, and thwarting counterfeiting.