- May 9 William S. Harney, American general, dies at 88
- May 10 Mikhail Saltykov-Shchedrin, Russian satirist (b. 1826)
- May 14 Volney E. Howard, American politician, dies at 79
- May 15 Alfred Potocki, premier Austrian/governor/viceroy of Galicia, dies
- May 17 William Roxby Beverly, artist, dies
- May 17 Marie of Prussia, Queen consort of Bavaria (1848-64), dies at 63
- May 18 Isabella Glyn Dallas, Scottish Shakepearean actress, dies at 65