- Mar 4 Knut Ångström, Swedish physicist (b. 1857)
- Mar 10 Carl Heinrich Carsten Reinecke, composer, dies at 85
- Mar 10 Karl Lueger, Austrian politician, cofounder and leader of the Austrian Christian Social Party, dies at 65
- Mar 17 Joaquin Valverde, composer, dies at 64
- Mar 20 Nadar [Félix Tournachon], French photographer, dies at 89
- Mar 26 Auguste Charlois, French astronomer (b. 1864)
- Mar 26 An Jung-geun, Korean assassin of Ito Hirobumi (executed) (b. 1879)
- Mar 27 Alexander Agassiz, American biologist and geologist, dies at 74
- Mar 27 David Duffle Wood, composer, dies at 72
- Mar 28 Édouard Colonne, French violinist and conductor, dies at 71
- Mar 28 David Josiah Brewer, U.S. Supreme Court Justice (b. 1837)
- Mar 28 William Paul Roberts, Brigadier General (Confederate Army), dies at 68
- Mar 29 Thomas Lafayette Rosser, American Major General (Confederate Army), dies at 73