The International Sarajevo Festival -- Sarajevo Winter will still be going on during most of March, with an array of very interesting cultural events taking place at different locations throughout the city.
March is also an excellent time to visit some of Sarajevo's museums, and we recommend that you pay a visit to Brusa Bezistan in Baščaršija.
This covered bazaar was built in 1551 by the great vezir, Rustem Pasha, who served Suleiman the Magnificent. It was meant to serve as a place to sell silk from Bursa and is now home to the Museum of Sarajevo's permanent exhibit, which tells the story of life in Sarajevo, from prehistory all the way to the end of Austro-Hungarian rule in Bosnia and Herzegovina.