- May 2 Gottfried Benn, German poet and essayist, born in Mansfelf, Germany (d. 1956)
- May 3 Marcel Dupré, French organist and composer, born in Rouen, France (d. 1971)
- May 5 Manuel Borguno, Spanish composer and pedagogue, born in Rubí (d. 1973)
- May 8 Jef van Hoof, Flemish composer, born in Antwerp, Belgium (d. 1959)
- May 9 Francis Biddle, 58th United States Attorney General (1941-45), born in Paris (d. 1968)
- May 10 Karl Barth, Basel Switzerland, theologian/author (Action in Waiting)
- May 10 Olaf Stapleton, British religious sci-fi writer (Star Maker)
- May 10 Felix Manalo, Founder and 1st Executive Minister of the Iglesia ni Cristo (d. 1963)
- May 12 Albert Saverys, Flemish painter (d. 1964)
- May 12 Hermann Grabner, Austrian composer (Die Richterin), born in Graz, Austria (d. 1969)
- May 12 Piotr F Scharoff, Russian-Italian actor and director (Chechov), born (d. 1969)
- May 13 Joseph Achron, Latvia/US violinist/composer (Golem suite)
- May 17 Alfonso XIII, King of Spain (1886-1931), born in Madrid, Kingdom of Spain (d. 1941)
- May 18 Ole Windingstad, Norwegian composer (The Tide), born in Sandefjord, Norway (d. 1959)
- May 24 Paul Paray, French conductor and composer, born in Le Tréport, France (d. 1979)
- May 25 Philip Murray, 1st president of the United Steelworkers and longest-serving president of the Congress of Industrial Organizations, born in Blantyre, Scotland (d. 1952)
- May 25 Rash Behari Bose, Indian revolutionary leader against the British Raj in India, born in Bengal, India (d. 1945)
- May 26 Al Jolson [Asa Yoelson], American-Lithuanian jazz singer and silent actor (Mamie, Swanee), born in Seredžius, Kovno Governorate, Russian Empire (d. 1950)
- May 28 Nikolai Sokoloff, Russian-American conductor (Seattle Symphony), born in Kiev, Ukraine (d. 1965)
- May 28 Santo Trafficante, Sr., Sicilian-American mobster, born in Cianciana, Sicily, Italy (d. 1954)
- May 30 Randolph Bourne, American writer (Education and Living), born in Bloomfield, New Jersey (d. 1918)