UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C.  20549

                                    Form 13F

                              Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31,2009

Check here if Amendment [  ]; Amendment Number:
This Amendment (Check only one.): [  ] is a restatement.
                                  [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    Legg Mason, Inc.
Address: 100 Light Street
         Baltimore, MD  21202

13F File Number:  28-1700

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:      Joseph Sullivan
Title:     Chief Administrative Officer
Phone:     410-454-4988

Signature, Place, and Date of Signing:

     Joseph Sullivan     Baltimore, MD     May 15, 2009


Report Type (Check only one.):

[  ]         13F HOLDINGS REPORT.

[  ]         13F NOTICE.

[ X]         13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:

       Form 13F File Number        Name

       28-3428                     Private Capital Management, L.P.
       28-3780                     Royce & Associates, LLC
       28-3658                     Barrett Associates, Inc.
       28-1801                     Bartlett & Co.
       28-0377                     Batterymarch Financial Management, Inc.
       28-2204                     Brandywine Global Investment Management, LLC
       28-1701                     Legg Mason Capital Management, Inc.
       28-6397                     Legg Mason Investment Counsel & Trust Co, NA
       28-6399                     LMM, LLC
       28-10245                    Western Asset Management Company
       28-6251                     Legg Mason International Equities
       28-11345                    Legg Mason Investment Counsel, LLC
       28-11611                    ClearBridge Advisors, LLC
       28-2568                     ClearBridge Asset Management, Inc.
       28-11198                    Legg Mason Asset Management (Japan) Co. Ltd
       28-13247                    Global Currents Investment Management, LLC



                              FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:         1

Form13F Information Table Entry Total:     163

Form13F Information Table Value Total:     $47,291 (thousands)


List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.

No.  13F File Number               Name


1    28-                           Miscellaneous





                                                                                           
                                                     FORM 13F INFORMATION TABLE
                                                             VALUE  SHARES/ SH/ PUT/ INVSTMT  OTHER            VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS         SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABBOTT LABS                    COM              002824100      320     6700 SH       DEFINED 1                6700        0        0
ACCENTURE LTD BERMUDA          CL A             G1150G111      325    11800 SH       DEFINED 1               11800        0        0
ADVANCE AUTO PARTS INC         COM              00751Y106      140     3400 SH       DEFINED 1                3400        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100      144     3000 SH       DEFINED 1                3000        0        0
AFLAC INC                      COM              001055102       44     2270 SH       DEFINED 1                2270        0        0
AGNICO EAGLE MINES LTD         COM              008474108      308     5400 SH       DEFINED 1                5400        0        0
ALBERTO CULVER CO NEW          COM              013078100       28     1200 SH       DEFINED 1                1200        0        0
ALTERA CORP                    COM              021441100      271    15400 SH       DEFINED 1               15400        0        0
ALTRIA GROUP INC               COM              02209S103      492    30670 SH       DEFINED 1               30670        0        0
AMDOCS LTD                     ORD              G02602103      412    22200 SH       DEFINED 1               22200        0        0
AMERICAN ELEC PWR INC          COM              025537101      137     5400 SH       DEFINED 1                5400        0        0
AMGEN INC                      COM              031162100      768    15500 SH       DEFINED 1               15500        0        0
AMPHENOL CORP NEW              CL A             032095101      134     4700 SH       DEFINED 1                4700        0        0
AON CORP                       COM              037389103       49     1200 SH       DEFINED 1                1200        0        0
APOLLO GROUP INC               CL A             037604105      337     4300 SH       DEFINED 1                4300        0        0
APPLE INC                      COM              037833100      495     4700 SH       DEFINED 1                4700        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102      362    13000 SH       DEFINED 1               13000        0        0
AUTOZONE INC                   COM              053332102      131      800 SH       DEFINED 1                 800        0        0
BALL CORP                      COM              058498106       57     1300 SH       DEFINED 1                1300        0        0
BARRICK GOLD CORP              COM              067901108      156     4800 SH       DEFINED 1                4800        0        0
BCE INC                        COM NEW          05534B760       40     2000 SH       DEFINED 1                2000        0        0
BMC SOFTWARE INC               COM              055921100      289     8730 SH       DEFINED 1                8730        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108      218     9900 SH       DEFINED 1                9900        0        0
BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   112585104      277    20100 SH       DEFINED 1               20100        0        0
CHEVRON CORP NEW               COM              166764100      777    11550 SH       DEFINED 1               11550        0        0
CHUBB CORP                     COM              171232101      182     4300 SH       DEFINED 1                4300        0        0
CIGNA CORP                     COM              125509109      162     9200 SH       DEFINED 1                9200        0        0
CISCO SYS INC                  COM              17275R102     1138    67800 SH       DEFINED 1               67800        0        0
COCA COLA CO                   COM              191216100      462    10500 SH       DEFINED 1               10500        0        0
COCA COLA ENTERPRISES INC      COM              191219104      165    12500 SH       DEFINED 1               12500        0        0
COMPUTER SCIENCES CORP         COM              205363104      159     4300 SH       DEFINED 1                4300        0        0
CONAGRA FOODS INC              COM              205887102       90     5300 SH       DEFINED 1                5300        0        0
CONOCOPHILLIPS                 COM              20825C104      251     6400 SH       DEFINED 1                6400        0        0
CONSOL ENERGY INC              COM              20854P109       31     1200 SH       DEFINED 1                1200        0        0
CONSTELLATION BRANDS INC       CL A             21036P108       98     8200 SH       DEFINED 1                8200        0        0
CULLEN FROST BANKERS INC       COM              229899109      110     2330 SH       DEFINED 1                2330        0        0
CVS CAREMARK CORPORATION       COM              126650100      377    13700 SH       DEFINED 1               13700        0        0
D R HORTON INC                 COM              23331A109      189    19400 SH       DEFINED 1               19400        0        0
DEAN FOODS CO NEW              COM              242370104      158     8700 SH       DEFINED 1                8700        0        0
DELL INC                       COM              24702R101      152    15950 SH       DEFINED 1               15950        0        0
DEVON ENERGY CORP NEW          COM              25179M103      291     6500 SH       DEFINED 1                6500        0        0
DICKS SPORTING GOODS INC       COM              253393102      342    23900 SH       DEFINED 1               23900        0        0
DIRECTV GROUP INC              COM              25459L106      303    13280 SH       DEFINED 1               13280        0        0
DISNEY WALT CO                 COM DISNEY       254687106      324    17800 SH       DEFINED 1               17800        0        0
DOMINION RES INC VA NEW        COM              25746U109      203     6530 SH       DEFINED 1                6530        0        0
DTE ENERGY CO                  COM              233331107       64     2300 SH       DEFINED 1                2300        0        0
E M C CORP MASS                COM              268648102      313    27400 SH       DEFINED 1               27400        0        0
EXELON CORP                    COM              30161N101      123     2700 SH       DEFINED 1                2700        0        0
EXPRESS SCRIPTS INC            COM              302182100      139     3000 SH       DEFINED 1                3000        0        0
EXXON MOBIL CORP               COM              30231G102      707    10380 SH       DEFINED 1               10380        0        0
F M C CORP                     COM NEW          302491303      106     2450 SH       DEFINED 1                2450        0        0
FAIRFAX FINL HLDGS LTD         SUB VTG          303901102      157      600 SH       DEFINED 1                 600        0        0
FAMILY DLR STORES INC          COM              307000109      181     5400 SH       DEFINED 1                5400        0        0
FIDELITY NATIONAL FINANCIAL    CL A             31620R105      135     6900 SH       DEFINED 1                6900        0        0
FIRST AMERN CORP CALIF         COM              318522307      146     5500 SH       DEFINED 1                5500        0        0
FLOWSERVE CORP                 COM              34354P105      113     2000 SH       DEFINED 1                2000        0        0
FLUOR CORP NEW                 COM              343412102       18      500 SH       DEFINED 1                 500        0        0
FOREST LABS INC                COM              345838106      128     5800 SH       DEFINED 1                5800        0        0
FPL GROUP INC                  COM              302571104       92     1800 SH       DEFINED 1                1800        0        0
GAP INC DEL                    COM              364760108       34     2600 SH       DEFINED 1                2600        0        0
GENERAL DYNAMICS CORP          COM              369550108      159     3800 SH       DEFINED 1                3800        0        0
GENERAL ELECTRIC CO            COM              369604103       77     7600 SH       DEFINED 1                7600        0        0
GENUINE PARTS CO               COM              372460105      353    11800 SH       DEFINED 1               11800        0        0
GILEAD SCIENCES INC            COM              375558103      274     5900 SH       DEFINED 1                5900        0        0
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106      467    41100 SH       DEFINED 1               41100        0        0
HCC INS HLDGS INC              COM              404132102      527    20900 SH       DEFINED 1               20900        0        0
HEINZ H J CO                   COM              423074103      652    19700 SH       DEFINED 1               19700        0        0
HEWITT ASSOCS INC              COM              42822Q100      252     8460 SH       DEFINED 1                8460        0        0
HEWLETT PACKARD CO             COM              428236103      457    14237 SH       DEFINED 1               14237        0        0
HONEYWELL INTL INC             COM              438516106       45     1600 SH       DEFINED 1                1600        0        0
HUDSON CITY BANCORP            COM              443683107      121    10300 SH       DEFINED 1               10300        0        0
HUMANA INC                     COM              444859102       71     2700 SH       DEFINED 1                2700        0        0
IAMGOLD CORP                   COM              450913108      119    13900 SH       DEFINED 1               13900        0        0
INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108      224     8400 SH       DEFINED 1                8400        0        0
INTEL CORP                     COM              458140100      506    33600 SH       DEFINED 1               33600        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101     1212    12506 SH       DEFINED 1               12506        0        0
INTERPUBLIC GROUP COS INC      COM              460690100       70    16900 SH       DEFINED 1               16900        0        0
ISHARES TR                     MSCI EAFE IDX    464287465      647    17200 SH       DEFINED 1               17200        0        0
ISHARES TR                     RUSSELL1000VAL   464287598      685    16800 SH       DEFINED 1               16800        0        0
ISHARES TR                     RUSSELL 2000     464287655      135     3200 SH       DEFINED 1                3200        0        0
ISHARES TR                     RUSSELL1000GRW   464287614      306     8700 SH       DEFINED 1                8700        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109       49      400 SH       DEFINED 1                 400        0        0
JOHNSON & JOHNSON              COM              478160104     1016    19300 SH       DEFINED 1               19300        0        0
JPMORGAN CHASE & CO            COM              46625H100      433    16270 SH       DEFINED 1               16270        0        0
KBR INC                        COM              48242W106      136     9800 SH       DEFINED 1                9800        0        0
KIMBERLY CLARK CORP            COM              494368103       33      700 SH       DEFINED 1                 700        0        0
KROGER CO                      COM              501044101      121     5700 SH       DEFINED 1                5700        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      136     2000 SH       DEFINED 1                2000        0        0
LEXMARK INTL NEW               CL A             529771107       89     5220 SH       DEFINED 1                5220        0        0
LIFE TECHNOLOGIES CORP         COM              53217V109      377    11600 SH       DEFINED 1               11600        0        0
LILLY ELI & CO                 COM              532457108      146     4350 SH       DEFINED 1                4350        0        0
LOCKHEED MARTIN CORP           COM              539830109      325     4700 SH       DEFINED 1                4700        0        0
MAGNA INTL INC                 CL A             559222401      308    11500 SH       DEFINED 1               11500        0        0
MAIDENFORM BRANDS INC          COM              560305104      260    28300 SH       DEFINED 1               28300        0        0
MARATHON OIL CORP              COM              565849106      213     8100 SH       DEFINED 1                8100        0        0
MARSH & MCLENNAN COS INC       COM              571748102      408    20100 SH       DEFINED 1               20100        0        0
MCDONALDS CORP                 COM              580135101      339     6200 SH       DEFINED 1                6200        0        0
MCKESSON CORP                  COM              58155Q103       67     1900 SH       DEFINED 1                1900        0        0
MEDCO HEALTH SOLUTIONS INC     COM              58405U102      149     3600 SH       DEFINED 1                3600        0        0
MERCK & CO INC                 COM              589331107      223     8300 SH       DEFINED 1                8300        0        0
METLIFE INC                    COM              59156R108      167     7300 SH       DEFINED 1                7300        0        0
MICROSOFT CORP                 COM              594918104      137     7450 SH       DEFINED 1                7450        0        0
MONSANTO CO NEW                COM              61166W101      175     2100 SH       DEFINED 1                2100        0        0
MORGAN STANLEY                 COM NEW          617446448      340    14900 SH       DEFINED 1               14900        0        0
MORGAN STANLEY ASIA PAC FD I   COM              61744U106     5463   580506 SH       DEFINED 1              580506        0        0
MOSAIC CO                      COM              61945A107      101     2400 SH       DEFINED 1                2400        0        0
MYLAN INC                      COM              628530107      904    67400 SH       DEFINED 1               67400        0        0
NAVISTAR INTL CORP NEW         COM              63934E108       37     1100 SH       DEFINED 1                1100        0        0
NOBLE CORP                     COM              H5833N103       26     1100 SH       DEFINED 1                1100        0        0
NCR CORP NEW                   COM              62886E108      142    17800 SH       DEFINED 1               17800        0        0
NEWS CORP                      CL B             65248E203      302    39200 SH       DEFINED 1               39200        0        0
NORTHROP GRUMMAN CORP          COM              666807102      227     5200 SH       DEFINED 1                5200        0        0
NRG ENERGY INC                 COM NEW          629377508      391    22200 SH       DEFINED 1               22200        0        0
ORACLE CORP                    COM              68389X105      570    31500 SH       DEFINED 1               31500        0        0
PEPSICO INC                    COM              713448108      155     3000 SH       DEFINED 1                3000        0        0
PETSMART INC                   COM              716768106       30     1400 SH       DEFINED 1                1400        0        0
PFIZER INC                     COM              717081103      367    26900 SH       DEFINED 1               26900        0        0
PHILIP MORRIS INTL INC         COM              718172109      401    11260 SH       DEFINED 1               11260        0        0
PITNEY BOWES INC               COM              724479100      386    16500 SH       DEFINED 1               16500        0        0
POLO RALPH LAUREN CORP         CL A             731572103      174     4100 SH       DEFINED 1                4100        0        0
PRECISION CASTPARTS CORP       COM              740189105      132     2200 SH       DEFINED 1                2200        0        0
PRIDE INTL INC DEL             COM              74153Q102      204    11300 SH       DEFINED 1               11300        0        0
PROCTER & GAMBLE CO            COM              742718109      318     6750 SH       DEFINED 1                6750        0        0
PUBLIC SVC ENTERPRISE GROUP    COM              744573106       42     1400 SH       DEFINED 1                1400        0        0
PULTE HOMES INC                COM              745867101      292    26700 SH       DEFINED 1               26700        0        0
RAYTHEON CO                    COM NEW          755111507      226     5800 SH       DEFINED 1                5800        0        0
RENT A CTR INC NEW             COM              76009N100      150     7700 SH       DEFINED 1                7700        0        0
ROSS STORES INC                COM              778296103      176     4900 SH       DEFINED 1                4900        0        0
ROYAL BK CDA MONTREAL QUE      COM              780087102      108     3700 SH       DEFINED 1                3700        0        0
RYANAIR HLDGS PLC              SPONSORED ADR    783513104      594    25700 SH       DEFINED 1               25700        0        0
SAFEWAY INC                    COM NEW          786514208       45     2200 SH       DEFINED 1                2200        0        0
SARA LEE CORP                  COM              803111103      564    69729 SH       DEFINED 1               69729        0        0
SEMPRA ENERGY                  COM              816851109       88     1900 SH       DEFINED 1                1900        0        0
SHAW GROUP INC                 COM              820280105       28     1000 SH       DEFINED 1                1000        0        0
STANCORP FINL GROUP INC        COM              852891100       16      700 SH       DEFINED 1                 700        0        0
STANLEY WKS                    COM              854616109      327    11200 SH       DEFINED 1               11200        0        0
SYBASE INC                     COM              871130100      194     6400 SH       DEFINED 1                6400        0        0
SYMANTEC CORP                  COM              871503108      413    27600 SH       DEFINED 1               27600        0        0
SYNOPSYS INC                   COM              871607107      170     8200 SH       DEFINED 1                8200        0        0
TALISMAN ENERGY INC            COM              87425E103       38     3600 SH       DEFINED 1                3600        0        0
TESORO CORP                    COM              881609101       34     2500 SH       DEFINED 1                2500        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209      528    11700 SH       DEFINED 1               11700        0        0
THERMO FISHER SCIENTIFIC INC   COM              883556102      468    13100 SH       DEFINED 1               13100        0        0
TIDEWATER INC                  COM              886423102       12      300 SH       DEFINED 1                 300        0        0
TORONTO DOMINION BK ONT        COM NEW          891160509      110     3180 SH       DEFINED 1                3180        0        0
TRANSALTA CORP                 COM              89346D107      133     9000 SH       DEFINED 1                9000        0        0
TRAVELERS COMPANIES INC        COM              89417E109      334     8200 SH       DEFINED 1                8200        0        0
TYSON FOODS INC                CL A             902494103      444    47200 SH       DEFINED 1               47200        0        0
UBS AG                         SHS NEW          H89231338      160    16887 SH       DEFINED 1               16887        0        0
UGI CORP NEW                   COM              902681105       97     4100 SH       DEFINED 1                4100        0        0
UNITEDHEALTH GROUP INC         COM              91324P102      484    23100 SH       DEFINED 1               23100        0        0
UNUM GROUP                     COM              91529Y106      217    17300 SH       DEFINED 1               17300        0        0
URS CORP NEW                   COM              903236107      203     5000 SH       DEFINED 1                5000        0        0
US BANCORP DEL                 COM NEW          902973304      272    18600 SH       DEFINED 1               18600        0        0
VALERO ENERGY CORP NEW         COM              91913Y100       92     5100 SH       DEFINED 1                5100        0        0
VANGUARD INDEX FDS             REIT ETF         922908553      321    13200 SH       DEFINED 1               13200        0        0
VANGUARD INTL EQUITY INDEX F   EMR MKT ETF      922042858       92     3900 SH       DEFINED 1                3900        0        0
VERIZON COMMUNICATIONS INC     COM              92343V104      420    13900 SH       DEFINED 1               13900        0        0
WAL MART STORES INC            COM              931142103      474     9080 SH       DEFINED 1                9080        0        0
WELLS FARGO & CO NEW           COM              949746101      169    11840 SH       DEFINED 1               11840        0        0
WISCONSIN ENERGY CORP          COM              976657106      482    11700 SH       DEFINED 1               11700        0        0
WYETH                          COM              983024100      564    13100 SH       DEFINED 1               13100        0        0
XILINX INC                     COM              983919101       20     1000 SH       DEFINED 1                1000        0        0