Treatment for macrocytic anemia depends on the specific cause. In the case of B12 deficiencies, B12 supplements are given in the form of pills, nasal sprays, or injections. If the person has pernicious anemia, they require injections or nasal spray since they can't absorb B12 from the stomach. This is also true of other causes of malabsorption of B12. Sometimes folate and iron may be given, at least until the patient starts to recover from the anemia.
Folate deficiency can be treated with supplements, either with pills or injections.
Regarding the non-megaloblastic anemias, the specific cause of the macrocytic anemia must be addressed, if possible.