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I'm pretty sure that Martin Gardner, in one of his Scientific American 'Mathematical Games' columns, provides a forced win for the non-maharaja player. This column was collected in one of his books.
The winning method involves advancing the pawns and pieces in a sequence such that the safe spaces for the maharaja are whittled down. At every step all pawns and pieces are protected, so the maharaja can't make any captures - nor can it ever check the king.
For example, the sequence started by pushing the h-pawn down the board to the seventh rank. The pawn can't be captured, since the rook will take the maharaja. The maharaja can't first take the rook, since any position from which it could do so is protected. When the pawn advance is done, the whole of the h-column (except h8) is unavailable to the maharaja. You don't know just where it is, but it's not on one of those spaces.
This continued for about 30 moves, and at the end of that sequence, the maharaja could only be safely standing on three or four spaces. For each such space, there was then a further sequence of two or three moves that would capture the maharaja.
I am going to take the [2005-10-05] comment of 'CharlesFort' a step further: Maharaja and the Sepoys on a 12x12 board! See Chess on a 12 by 12 board for the location of the 16 Black pieces. Now I am not claiming a victory for the Sepoys here, but they should be able to defend themselves and secure a draw. Try moving each Rook back one square (to c11 and h11) and the Knights to b11 and i11. All Black pieces are now protected, so the Rooks can simply slide back and forth along rank 11.
Some day soon I will get around to posting a preset for Chess on a 12 by 12 board. How would The Maharaja and the Sepoys play out on a 12 by 12 board? I am going to disagree with the [2005-10-06 Roberto Lavieri] and [2008-12-12 George Duke] comments, as I believe that Black can draw this game by moving his Rooks up to rank 12 and sliding them back and forth. Even after losing his two Knights, the Black King is adequately protected by his two Bishops (on their starting squares).
EDIT: I already wrote essentially the same thing back on [2007-08-02]. The Chess on a 12 by 12 board preset now exists - I am trying to work my way through the submission process.
If the Maharaja had a row of Shogi Pawns, might this balance the game? Just a thought.
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