What mark of punctuation is most closely associated with interjections?

, a comma i think...

Sign of Exclamation (!)
Interjection is the part of speech which shows sudden response, the sign of Exclamation can also be used for sudden things, hence it is closely associated with interjections. 

However, there is a difference between the two of them. An exclamation is a word or a number of words which expresses an emotion. An interjection can be defined as a word that is being used with an exclamation mark. The main difference between an exclamation and interjection is that all interjections are exclamations, but not all exclamations are interjections.