Spectroscopic Discovery of the Supernova 2003dh Associated with GRB 030329

We present early observations of the afterglow of the Gamma-Ray Burst (GRB) 030329 and the spectroscopic discovery of its associated supernova SN 2003dh. We obtained spectra of the afterglow of GRB 030329 each night from March 30.12 (0.6 days after the burst) to April 8.13 (UT) (9.6 days after the burst). The spectra cover a wavelength range of 350 nm to 850 nm. The early spectra consist of a power-law continuum (F_nu ~ nu^{-0.9}) with narrow emission lines originating from HII regions in the host galaxy, indicating a low redshift of z=0.1687. However, our spectra taken after 2003 Apr. 5 show broad peaks in flux characteristic of a supernova. Correcting for the afterglow emission, we find the spectrum of the supernova is remarkably similar to the type Ic `hypernova' SN 1998bw. While the presence of supernovae have been inferred from the light curves and colors of GRB afterglows in the past, this is the first direct, spectroscopic confirmation that a subset of classical gamma-ray bursts originate from supernovae.