- Mar 3 Mayerthorpe Incident: James Roszko murders four Royal Canadian Mounted Police constables during a drug bust in Rochfort Bridge, Alberta, then commits suicide. Deadliest peace-time incident for the RCMP since 1885 North-West Rebellion.
- Mar 3 Steve Fossett becomes the first person to fly an airplane around the world solo without any stops without refueling - a journey of 40,234 km/25,000 mi completed in 67 hours and 2 minutes.
- Mar 3 50 Cent releases his album “The Massacre” (2005 Billboard Album of the Year, Grammy Award nomination for Best Rap Album 2006)
- Mar 4 The car of released Italian hostage Giuliana Sgrena is fired on by US soldiers in Iraq, causing the death of an Italian Secret Service Agent and injuring two passengers.
- Mar 4 United Nations warns that about 90 million Africans could be infected by HIV in the future without further action against the spread of the disease.
- Mar 5 The Burkinabé Party for Democracy and Socialism holds its first National Convention.
- Mar 7 Mass protest outside the National Assembly of Kuwait building for women's voting rights in Kuwait.
- Mar 12 Tung Chee Hwa, the first Chief Executive of Hong Kong, steps down from his post after his resignation is approved by the Chinese central government.
- Mar 12 26th Big East Men's Basketball Tournament: Syracuse beats West Virginia, 68-59
- Mar 13 Terry Ratzmann shoots and kills six members of the Living Church of God and the minister at Sheraton Inn in Brookfield, Wisconsin before killing himself.
- Mar 13 52nd ACC Men's Basketball Tournament: #3 Duke beats Georgia Tech, 69-64
- Mar 13 46th SEC Men's Basketball Tournament: Florida beats Kentucky, 70-53
- Mar 14 Cedar Revolution, where over a million Lebanese march in the streets of Beirut to demonstrate against the Syrian military presence in Lebanon, and against the government, following the assassination of Prime Minister Rafik Hariri.
Film Premiere
Mar 18 "The Suite Life of Zack & Cody" premieres on the Disney Channel, starring Dylan and Cole Sprouse
- Mar 19 Wales beats Ireland, 32-20 at Millennium Stadium, Cardiff to win the Six Nations Rugby Championship and become the 1st team to complete a Grand Slam playing more games away than at home
- Mar 20 A magnitude 6.6 earthquake hits Fukuoka, Japan, its first major quake in over 100 years. One person is killed, hundreds are injured and evacuated.
- Mar 23 The United States 11th Circuit Court of Appeals, in a 2-1 decision, refuses to order the reinsertion of Terri Schiavo's feeding tube
- Mar 23 Major explosion and fire at the BP's Texas City Refinery kills 15 workers in Texas City, Texas
Television Premiere
Mar 24 US version of "The Office" created by Ricky Gervais and Stephen Merchant, developed by Greg Daniels, starring Steve Carell and John Krasinski premieres on NBC
Television Debut
Mar 26 "Doctor Who" returns to BBC TV after 16 years with the debut of Christopher Eccleston as the Ninth Doctor and Billie Piper as Rose
Golf Major
Mar 27 Kraft Nabisco Championship Women's Golf, Mission Hills CC: Annika Sörenstam of Sweden wins event for the 3rd time, 8 strokes ahead of American Rosie Jones
Television Debut
Mar 27 TV medical drama "Grey's Anatomy" created by Shonda Rhimes starring Ellen Pompeo and Sandra Oh debuts on ABC
- Mar 28 The 2005 Sumatran earthquake rocks Indonesia, and at magnitude 8.7 is the second strongest earthquake since 1960.
- Mar 28 PGA Players Championship, TPC at Sawgrass: 48-year old Fred Funk becomes oldest event winner, 1 stroke ahead of runners-up Luke Donald, Tom Lehman, and Scott Verplank
- Mar 29 Lego Star Wars: The Video Game is released
Music Single
Mar 29 "We Belong Together" single is released by Mariah Carey (Grammy Awards for Best R&B Song and Best Female R&B Vocal Performance 2006, Billboard Song of the Year 2005)