March: Construction begins on the Badger Army Ammunition Plant, the largest in the United States during WWII.

March 9: Executive order 9082 (February 28, 1942) reorganizes the United States Army into three major commands: Army Ground Forces, Army Air Forces, and Services of Supply, later redesignated Army Service Forces.

March 12: U.S. General Douglas MacArthur, his family, and key members of his staff are evacuated by PT boat, under cover of darkness, from Corregidor in the Philippines. Command of U.S. forces in the Philippines passes to Major General Jonathan M. Wainwright.

March 17: the Nazi German Belzec extermination camp opens in occupied Poland about 1 km south of the railroad station at Be?z.ec in the Lublin district of the General Government. At least 434,508 people are killed here up to December 1942.

March 16: New Zealand and Australia declare war on Thailand.

March 18: Franklin D. Roosevelt, President of the United States, signs Executive Order 9102, creating the War Relocation Authority (WRA), which becomes responsible for the internment of Americans of Japanese and, to a lesser extent, German and Italian descent, many of them legal citizens.

March 20: After being forced to flee the Philippines, U.S. General Douglas MacArthur announces (in Terowie, South Australia), "I came through and I shall return."

March 23: The Germans burn down the Ukrainian village of Yelino (Koriukivka Raion), killing 296 civilians.

March 24: The evacuation of Polish nationals from the Soviet Union begins. It is conducted in two phases: until 5 April; and between 10 and 30 August 1942, by sea from Krasnovodsk to Pahlavi (Anzali), and (to a lesser extent) overland from Ashkabad to Mashhad. In all, 115,000 people are evacuated, 37,000 of them civilians, 18,000 children (7% of the number of Polish citizens originally exiled to the Soviet Union).

March 28: St Nazaire Raid (Operation Chariot) - British Commandos raid Saint-Nazaire on the coast of Western France to put its dockyard facilities out of action. (source: Wikipedia)