- May 3 Princess Helena Victoria of Schleswig-Holstein, granddaughter of Queen Victoria of the U.K., born in Frogmore House, Windsor, England (d. 1948)
- May 4 Alexandre Benois, Russian artist, born in St Petersburg, Russia (d. 1960)
Amadeo Giannini
May 6 Amadeo Giannini, American banker and entrepreneur (founded Bank of America), born in San Jose, California (d. 1949)
Amadeo Giannini
- May 6 John T. McCutcheon, American cartoonist (Pulitzer Prize-1931), born in South Raub, Tippecanoe County, Indiana (d. 1949)
Harry Vardon
May 9 Harry Vardon, Jersey golfer (6 time British Open champion, US Open 1900), born in Grouville, Jersey (d. 1937)
Harry Vardon
- May 14 Zygmunt Denis Antoni Stojowski, composer
- May 19 Albert Fish, American serial killer (d. 1936)
- May 19 Nishida KitarÅ, Japanese philosopher (Kyoto School), born in Unoke, Japan (d. 1945)
- May 24 Benjamin N. Cardozo, American lawyer and jurist, born in NYC, New York (d. 1938)
- May 24 Jan Christiaan Smuts, Prime Minister of South Africa and proponent of Commonwealth & League of Nations, born in Bovenplaats, Cape Colony (d. 1950)
- May 27 Lionel Palairet, British cricketer (elegant England bat in the Golden Age), born in Grange-over-Sands, Lancashire, England (d. 1933)