A math major can do pretty much anything any other liberal arts major can do. Statisticians work in all industries, applied mathematicians are employed in aerospace, material science, finance, pharmaceuticals, just to name a few. Many math majors go to law school, and many more work for the government (NSA especially loves them).
But consider this -- pick an employed adult at random. With a few obvious exceptions (doctor, chemist, etc), you probably can't tell what his/her major was in college. They gained skills in writing, some math/logic skills, other background knowledge, and then learned on the job. A liberal arts major usually ends up doing pretty much what he/she wants to do.