- 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 Borguñó, Spanish pianist, composer, choral director, and pedagogue, born in Rubí, Spain (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 Felix Manalo, Founder and 1st Executive Minister of the Iglesia ni Cristo (d. 1963)
- May 10 Karl Barth, Basel Switzerland, theologian/author (Action in Waiting)
- May 10 Olaf Stapleton, British religious sci-fi writer (Star Maker)
- 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, Lithianian-American violinist and composer (Golem Suite), born in Lozdzieje, Russian Empire (now Lazdijai, Lithuania) (d. 1943)
Alfonso XIII (1886-1941)
May 17 King of Spain (1886-1931), born in Madrid, Kingdom of Spain
- May 18 Ole Windingstad, Norwegian composer (The Tide), born in Sandefjord, Norway (d. 1959)
- May 24 Paul Paray, French organist, conductor (Detroit Symphony, 1951-62), 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)
Al Jolson (1886-1950)
May 26 American-Lithuanian jazz singer and silent film actor (Mamie, Swanee), born in Seredžius, Kovno Governorate, Russian Empire
- May 28 Nikolai Sokoloff, Russian-American violinist and conductor (Cleveland Orchestra, 1918-32; Seattle Symphony, 1938-41; co-founder & director of La Jolla Music Society, 1941-65), born in Kyiv, 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)