Two births
1678 - Antonio Vivaldi, Italian composer
1926 - Richard DeVos, co-founder of Amway

FDR was inaugurated in 1933. On March 4, 1933, at the height of the Great Depression, Franklin Delano Roosevelt is inaugurated as the 32nd president of the United States.

Today in 1861: Abraham Lincoln was inaugurated as president.

March 4, 1902 - The AAA (American Automobile Association) was founded. It was founded a response to a lack of roads and highways suitable for autos wikipedia

The Item I would like to mention is the founding of AAA in 1902 but the only source I can find to prove that is wikipedia http://en.wikipedia.org/wiki/American_Automobile_Association

Since I would rather give an item that has a slightly more valid source I will go with the founding of the S&P500 in 1957 http://www.cftech.com/BrainBank/FINANCE/SandP500Hist.html#anchor1279329

1789: The Constitution went into effect as the first Congress met in New York City.

"On March 4, 1933, at the height of the Great Depression, Franklin Delano Roosevelt is inaugurated as the 32nd president of the United States. In his famous inaugural address, delivered outside the east wing of the U.S. Capitol, Roosevelt outlined his "New Deal"--an expansion of the federal government as an instrument of employment opportunity and welfare--and told Americans that "the only thing we have to fear is fear itself.""
"The first session of the U.S. Congress is held in New York City as the U.S. Constitution takes effect. However, of the 22 senators and 59 representatives called to represent the 11 states who had ratified the document, only nine senators and 13 representatives showed up to begin negotiations for its amendment."
"Under the cover of constant bombing from American artillery, Brigadier General John Thomas slips 2,000 troops, cannons and artillery into position at Dorchester Heights, just south of Boston, on this day in 1776. Under orders from General George Washington, Thomas and his troops worked through the night digging trenches, positioning cannons and completing their occupation of Dorchester Heights."
"Abraham Lincoln becomes the 16th president of the United States. Although he extended an olive branch to the South, he also made it clear that he intended to enforce federal laws in the seceded states."
"President Lincoln begins his second term, expressing his desire for the war to end and extending a gracious hand to the South. "Fondly do we hope--fervently do we pray--that this mighty scourge of war may speedily pass away.""
"peaking before the 10th Inter-American Conference, Secretary of State John Foster Dulles warns that "international communism" is making inroads in the Western Hemisphere and asks the nations of Latin America to condemn this danger. Dulles's speech was part of a series of actions designed to put pressure on the leftist government of Guatemala, a nation in which U.S. policymakers feared communism had established a beachhead."
"A Trans-African DC-7 crashes on takeoff in Douala, Cameroon, on this day in 1962. A simple mechanical failure doomed the flight and its 111 passengers and crew. This was the first single-airplane disaster in history in which more than 100 people died."
"Ernest Hemingway completes his short novel The Old Man and the Sea. He wrote his publisher the same day, saying he had finished the book and that it was the best writing he had ever done. The critics agreed: The book won the Pulitzer Prize in 1953 and became one of his bestselling works."
"On this day in 1952, actor and future President Ronald Reagan marries his second wife, actress Nancy Davis. The couple wed in Los Angeles at the Little Brown Church in the Valley."

On March 4, 1888, Knute Rockne, who changed the strategy of football as coach at Notre Dame, was born.

http://en.wikipedia.org/wiki/March_4 lists several hundred events