google map API v3 change marker icon on click?

Try this.

//open onclick
   google.maps.event.addListener(marker, 'click', function() {
    marker.setIcon("Your Image");                                    
    infowindow.open(map);
    });

You need to set the marker icon in the click event.

google.maps.event.addListener(marker, 'click', function() {
          infowindow.open(map);
          //Change the marker icon
          marker.setIcon('https://www.google.com/mapfiles/marker_green.png');
     });

Here is an example: jsfiddle

I have modified the previous fiddle and enabled to deselect the marker.

http://jsfiddle.net/zsw76pq9/

google.maps.event.addListener( map,'click', function () {
    infoWindow.close();

    //Change the marker icon
    marker.setIcon('https://www.google.com/mapfiles/marker_black.png');
});