We all know that.
This does not mean it's by Messr Mooney, Messr Wormtail, Messr Padfoot and Messr Prongs.
Messr is the abbreviation for "Messieur", which is the plural form of Monsieur, and for those who want to be correct or pretentious, "Mister". And the Marauders use it correctly - I remember reacting happily when I first saw it. And, in fact, when the map teases Snape, it says Mr. Mooney, Mr. Prongs and so on, not Messr. (This does not leave out being purposefully pretentious, btw, which is completely in character for these, um, characters. That is, I can see them playing with the title just to be more pretentious, even to using it not quite correctly.)
The feminine version of that would be Mesdame. And while I'm ranting, :), the neutral title for adult women in the British Wizarding world is "Madam", not "Madame". The only Madame we've seen is Madame Maxime, who is French.
Just to add another bit: the British rules for punctuating abbreviations are different than the American ones and, honestly, all that matters, as far as I'm concerned, is consistency - either it's always Mr and Mrs or always Mr. and Mrs. It does give a more British, um, flavour, if you use the British rules, but better to use American rules consistently than British incorrectly, imho.
But the title "Miss", which, like Mrs. and Ms., is a shortened version of the word Mistress, never gets a period at the end in either version of English. I have no idea why this is so, but it is.
ETA : it's "messieurs" and "mesdames". Thank you, maya_a and darthfox.