March: The 1936-1939 Arab revolt in Palestine ends.
March 1: A Japanese Imperial Army ammunition dump explosion on the outskirts of Osaka kills 94.
March 2: Pope Pius XII (Cardinal Pacelli) succeeds Pope Pius XI as the 260th pope.
March 3: In Bombay, Mohandas Gandhi begins a fast protesting against British rule in India. - Students at Harvard University demonstrate the new tradition of swallowing goldfish to reporters. - In Durban, South Africa the Timeless Test begins between England and South Africa, the longest game of cricket ever played. It is abandoned twelve days later when the English team has to catch the last ferry home.
March 13: Hitler advises Jozef Tiso to declare Slovakia's independence in order to prevent its partition by Hungary and Poland. - Irish writer Flann O'Brien's comic metafiction At Swim-Two-Birds is published in London but attracts little attention at this time.
March 14: The Slovak provincial assembly proclaims independence; priest Jozef Tiso becomes the president of the independent Slovak government.
March 15: German troops occupy the remaining part of Bohemia and Moravia; Czechoslovakia ceases to exist. The Ruthenian region of Czechoslovakia declares independence as Carpatho-Ukraine.
March 16: Princess Fawzia of Egypt marries Shah Mohammad Reza Pahlavi of Iran. - Hungary invades Carpatho-Ukraine; final resistance ends on March 18.
March 17: British Prime Minister Neville Chamberlain gives a speech in Birmingham, stating that Britain will oppose any effort at world domination on the part of Germany.
March 18: Virgil Tilea, the Romanian Minister in London, spreads false rumours that Romania is on the verge of a German attack.
March 19: Hitler sends a registered letter to the government of Lithuania stating that Germany intends to annex the port of Memel.
March 20: At an emergency meeting in London to deal with the Romanian crisis, French Foreign Minister Georges Bonnet suggests to Lord Halifax that the ideal state for saving Romania from a German attack is Poland.
March 21: In London: the Ordo Templi Orientis publish Aleister Crowley's Eight Lectures on Yoga.
March 22: After an ultimatum of March 20, Nazi Germany takes Memelland from Lithuania.
March 23: The Slovak-Hungarian War begins.
March 24: Marks the seventh successive year of the world wide boycott of all German exports initiated by front page declarations in Britain and the U.S. 'Judea declares war on Germany'
March 28: Dictator Francisco Franco assumes power in Madrid. - American adventurer Richard Halliburton delivers a last message from a Chinese junk, before he disappears on a voyage across the Pacific Ocean.
March 31: Neville Chamberlain gives a speech in the House of Commons offering the British "guarantee" of the independence of Poland. (source: Wikipedia)