Carrying signs and banners that said "Abortion Is Murder," "Pick on Somebody Your Own Size" and "Stop Abortion: It's Capital Punishment for the Innocent," about 40,000 people braved a cold, bitter wind yesterday afternoon to march up Pennsylvania Avenue to protest the legalization of abortion.

For the past four years the antiabortion forces have staged their march here on the anniversary of the Supreme Court decision legalizing abortion on demand. Yesterday, as in years past, they pledged themselves to work to end federal funding of abortions for the poor and to seek the passage of a constitutional amendment prohibiting abortion.

The men, women and children, spent the morning walking the corridors of the House and Senate office buildings looking for the men they had sent to Washington from Columbus, Ohio, Flowerton, Pa., Convent Station, N.J., and Oyster Bay, N.Y.

When they did not find their representatives in on a Saturday morning, they left their calling cards, handwritten notes and bumper stickers affixed to the dark wooden doors of the congressional offices.

"Choose Life," read the note glued to the door of Sen. Clifford Case (D-N.J.) A business card of a law firm was jammed beneath the senator's nameplate. On the card was handwritten: "Joseph P. Walsh, two children and five neighbors, Stop Abortion and Killing!"

Another note, written in a bold hand on a Long Island Railroad timetable, and stuck with cellophane tape on the locked door of Sen. Daniel P. Moynihan (D-N.Y.), read: "It was a long train ride but worth a life. Help save the unborn babies." It was signed by Elie Delvan of Oyster Bay.

"I came to make known to the Congress my pro-life stand," Mrs. Delvan, 28, told a reporter. "I missed the bus and decided to take a train, but it was worth my time.

"I have carried two children, and it (opposition to abortion) is a very personal, moral thing. I don't feel those two children were me. They were two individuals. There's a life there," she said, "and I don't feel anybody has the right to take a life. Capital punishment is wrong. It's wrong to shoot a criminal. War is wrong."

Claire Nichol, 62, of Philadelphia, said she came to oppose abortion because she believes that if abortions are permitted to continue, life "will be different in 40 years . . . Abortion has a way of deteriorating human life over-all. Already there's discussion of euthanasia.

"It affects all aspects of society," she said. "Already it's affecting the medical profession, it's breaking down respect for human life among physicians and nurses. Years ago physicians considered themselves healers, but now they resort to killing. We can't ever fight evil with evil, and abortion is evil."

Asked if she also opposed the death penalty, Nichol said she was "on the fence. As I grew up the death penalty was practiced and was looked upon as a way to "handle crime. "I can't just do an aboutface, but a few years ago I was completely for the death penalty," she said. "Now I'm not sure."

Before their march up Pennsylvania stood beneath the west steps of the Capitol, their signs and photographs of aborted fetuses - "pre-born children," as they describe them - flapping congressmen and senators pay their respects to the cause.

"I call this (abortion) an epidemic and it has to be stamped out now." Federal payments for abortion make it "possible for genocidal programs as were practiced in Nazi Germany," Sen. Orrin G. Hatch (R-Utah) told the crowd.

Freshman Rep. Robert K. Dornan (R-Calif.) spoke of having attended the 1963 March on Washington for Jobs and Freedom at the opposite end of the Mall.

Comparing the anti-abortion cause to American blacks' fight for equality Dornan said, "The civil rights issue here is the difference between restricting the movement of free people and the slaughter of innocent people."

Using the same analogy to Nazi Germany made by many of the speakers, Dornan said, "We know in this country what is going on. Some of the Germans had the excuse they weren't sure . . . There'll be no happiness in this country until life, life is respected in this country from the day God ordains it into existence."

"In the memory of the nameless victims let us redouble our efforts to protect the lives of the children yet to be conceived," former New York Sen. James Buckley urged the crowd.

A three-member delegation of protest leaders met before the march with White House aide Jack Watson. Nellie Gray, leader of the march, said Watson "listened to us."

Gray said Watson told the group to consider him their contact in the Carter Administration.

The estimate of 40,000 marchers was made by D.C. police.March leaders told those participating that there were "well in excess of 100,000" marchers.