The Tufte-LaTeX document classes use the fancyhdr package to set up
the running heads and feet. Here are a few pointers that might help
solve the problem:
1. The starred variants of the \chapter* and \section* commands don't
set the markers—you'll need to use the unstarred variants (\chapter
and \section) instead. If you are using the starred versions only to
get rid of the chapter and section numbering, you should look at the
secnumdepth and tocnumdepth counters (see pages 29–30 in the
sample-book.pdf for a list of secnumdepth values).
2. You can use \fancyhf{} to clear the contents of the running heads
and feet all in one shot.
3. The tufte-book class will reset its own running head and feet if
you use the \frontmatter or \mainmatter macros. I would recommend
defining your running heads and feet in a macro and then telling LaTeX
to call that macro any time \frontmatter or \mainmatter are called.
You can use the following code to do that:
\makeatletter% so we can use @ symbols in macro names
\newcommand{\myfancyhf}{%
\fancyhf{}% clear previous contents of running heads/feet
\fancyhead{...your code goes here...}%
\fancyfoot{...your code goes here...}%
}
\g@addto@macro{\frontmatter}{\myfancyhf}% calls \myfancyhf any time
\frontmatter is called
\g@addto@macro{\mainmatter}{\myfancyhf}% likewise for \mainmatter
\makeatother% restores the original meaning of @
After you've taken care of those things, your \fancyhead and
\fancyfoot could should work.
If you continue to encounter problems, please let me know.
Thanks!
--Kevin