Series RLC measurement result different with theory
Several random things,


I think you need to include the (50 ohm?) source impedance in the Function generator.
What is the coil resistance? (DC)
If the coil is a solenoid beware of near by pieces of metal (conductors, eddy currents)
Caps have dissipation (but this will only effect things at high Q, NPO ceramics are good.) 
Be aware of the capacitance in the probe you are measuring with.