- May 11 In Australia, William Lawson, Gregory Blaxland and William Wentworth, lead an expedition westwards from Sydney. Their route opens up inland Australia for continued expansion throughout the 19th century.
May 23 South American independence leader Simón Bolívar enters Mérida, leading the invasion of Venezuela, and is proclaimed El Libertador ("The Liberator")
- May 5 Søren Kierkegaard, Danish philosopher (d. 1855)
- May 6 Joseph Tarr Copeland, Brigadier General (Union volunteers), (d. 1893)
- May 10 Montgomery Blair, American lawyer (Dred Scott V Sandford), born in Franklin County, Kentucky (d. 1883)
- May 12 Johann Czerski, German chaplin
- May 15 Stephen Heller, Hungarian composer and pianist, born in Pest (d.1888)
- May 23 Mason Brayman, Bvt Major General (Union volunteers), (d. 1895)