- Mar 2 US Congress renames the Office of Immigration as the Bureau of Immigration
Resurrection
Mar 4 Gustav Mahler conducts the premiere of his incomplete 2nd Symphony ("Resurrection") in Berlin, Germany, with the Berlin Philharmonic; complete version debuts in December
- Mar 6 England beat Australia to win one of the best cricket series ever, 3-2; Jack Brown hits the fastest 50 in test cricket in 28 mins
- Mar 9 Stanley Cup, Victoria Rink, Montreal, Quebec: Montreal Victorias clinches trophy as Montreal HC beats Queens University (Kingston, Ontario), 5-1
- Mar 11 Spanish cruiser Reina Regente sinks in Straits of Gibraltar, over 400 die
- Mar 18 200 African Americans leave Savannah, Georgia for Liberia
- Mar 19 Los Angeles Railway is established to provide streetcar service
- Mar 22 Auguste & Louis Lumiere show their 1st movie to an invited audience
- Mar 25 Italian troops invade Abyssinia (Ethiopia)
- Mar 26 King Alfonso plants pine sapling in Madrid, starts Spain's Arbor Day
- Mar 29 57th Grand National: Joe Widger aboard 10/1 chance Wild Man From Borneo wins by 1.5 lengths from Cathal
- Mar 30 British inventor Birt Acres films Oxford and Cambridge boat race