Sonatine
Mar 10 1st performance of Maurice Ravel's "Sonatine" by pianist Paule de Lestang, in Lyon, France
- Mar 10 Baker Street & Waterloo Railway opens, constructed by the Underground Electric Railways Company of London. The contraction Bakerloo became the official name in July 1906.
- Mar 10 Europe's worst mining accident when a coal dust explosion kills 1,060 at Courrieres, France
- Mar 12 Heavy storm ravages Dutch west coast
Rolls Royce Ltd
Mar 15 Britons Henry Rolls, Charles Royce and Claude Johnson formalize their existing partnership as Rolls Royce Ltd
- Mar 17 Stanley Cup, Dey's Arena, Ottawa, ON: ECAHA playoff: Montreal Wanderers lose, 9-3 to Ottawa HC but win challenge series, 12-10 on aggregate
- Mar 17 The Phi Kappa Tau Fraternity is founded at Miami University in Oxford, Ohio
Quattro Rusteghi
Mar 19 Ermanno Wolf-Ferrari's comic opera "Quattro Rusteghi" ("The Four Ruffians") premieres at the Hoftheater in Munich, Germany
Captain Brassbound's Conversion
Mar 20 George Bernard Shaw's play "Captain Brassbound's Conversion" premieres in London
- Mar 24 "Census of the British Empire" shows Great Britain rules 1/5th of the world
- Mar 27 Founding of the Alpine Club of Canada in Winnipeg, Manitoba
- Mar 30 68th Grand National: Aubrey Hastings wins aboard 20/1 shot Ascetic's Silver
- Mar 31 George Bernard Shaw's 1898 play "Caesar and Cleopatra" premieres in a German version in Berlin, German Empire
- Mar 31 Intercollegiate Athletic Association of the United States is founded to set rules in amateur sports; becomes the National Collegiate Athletic Association (NCAA) in 1910