There are several different stories about how Mad March had become the Queen's favorite assassin.
They say that he was once an Oyster, who hadn't fallen through the looking glass as much as chased one of his many victims through it, killing her in full sight of the Suits. The Queen was impressed by this (or so the story goes), doubly so when she learned the poor girl's name had been Alice, and he'd been hired on the spot.
Alternately, they say that March had been the son of a prominent member of the White Court, and the Queen had kidnapped him as a child, and bought him up to be a twisted killer before unleashing him on his unsuspecting family.
They also say that he'd been a Suit who'd gone Mad on one of the earlier brands of teas, and became as addicted to Bloodlust as other people might be to Euphoria or Bliss.
Or they say that he had always been there, an entity as old as the Queen herself and kept young and fit in much the same, mysterious way as she.
There was one thing they all agreed upon though: March was a homicidal maniac. Woe to any who got in his way when he was on the hunt.
There are even more stories about how Mad March died.
Some say that he had secretly been working for the Resistance: not out of any desire to help their cause, of course, but because they also had people who needed killing, and like all addicts, he needed his fix at regular intervals. The Queen was, naturally, not pleased when she found out.
Others say that he somehow learned about the family he had murdered, and the horror of having killed his own kin drove his Madness back at the Queen and her own family. Even homicidal maniacs must have standards, right?
There are some who contend that he was simply in the wrong place at the wrong time, and the Queen had sentenced him in a fit of pique she did not recover from until the deed had been done. March would surely not have the friends needed to avoid his fate, like other members of the Court had.
Still more say that he was betrayed. These people are divided into two categories. One says that March was fed false information which lead to the humiliating defeat for the Suits outside of Thyme's Tea Shop, along the destructing of untold amounts of the tea the Court relied so heavily upon. The other, that he had been under investigation for being too sloppy with his work, and killing people who were better kept alive, and a well-placed report on his actions outside Thyme's had lead him to the chopping block.
There was one thing they all agreed upon, however: Mad March was beheaded on the same day Thyme's became Hatter's. What Hatter did before that was anyone's guess.