- May 1 Eldridge Cleaver, American activist (b. 1935)
- May 2 Gene Raymond [Raymond Guion], American actor (Paris 7000, Love on a Bet, Fireside Theater), dies from pneumonia a 89
- May 2 Justin Fashanu, English soccer forward (first openly gay pro footballer; first black footballer to command £1 million transfer fee), dies from suicide at 37
- May 2 Kevin Lloyd, British actor (b. 1949)
- May 2 Hide [Hideto Matsumoto], Japanese rock guitarist, singer-songwriter and record producer (X Japan; Zilch), takes his own life at 33
- May 5 Syd Lawrence, British bandleader (Syd Lawrence Orchestra), dies at 74
- May 7 Allan McLeod Cormack, South African physicist, Nobel laureate (b. 1924)
- May 7 Eddie Rabbitt, American songwriter ("Kentucky Rain"), and country singer ("I Love a Rainy Night"), dies of lung cancer at 56
- May 8 Bebe Rebozo, American banker and Watergate figure (b. 1912)
- May 9 Alice Faye [Leppert], American actress & singer (Hello Frisco, Hello; Fallen Angel; Stowaway), dies of stomach cancer at 83
- May 12 Hermann Lenz, German writer (Swabian Chronicles), dies at 75
Frank Sinatra
May 14 Frank Sinatra, American singer ("My Way") and actor ("Guys and Dolls"), dies at 82
- May 14 Marjory Stoneman Douglas, American conservationist (b. 1890)
- May 15 Earl Manigault, American basketball player (b. 1944)
- May 15 John Hawkes, American writer (2nd Skin), dies at 72
- May 19 Sōsuke Uno, Japanese prime minister (b. 1922)
- May 19 Dorothy Donegan, American boogie-woogie, swing jazz, and classical pianist, and vocalist, dies of cancer at 76
- May 19 (Edwin) "Ted" Astley, British arranger, bandleader, and film and television composer (The Mouse That Roared; The Saint), dies at 76
- May 20 Robert Normann, Norwegian jazz guitar pioneer, accordionist, and composer, dies at 81
- May 21 Douglas Fowley, American actor (Singin' in the Rain, Pistols 'n' Petticoats), dies at 86
- May 22 José Enrique Moyal, mathematical physicist (b. 1910)
- May 22 John Derek, American actor, director and photographer (Knock on Any Door, All the King's Men, Rogues of Sherwood Forest), dies at 71
- May 22 Milton Banana [Antônio de Souza], Brazilian bossa nova jazz drummer (João Gilberto and Stan Getz), dies at 63
- May 23 Andreas Liebenberg, South African military commander, dies at 60
- May 26 Sergey Yablonsky, Soviet and Russian mathematician and one of the founders of the Soviet school of mathematical cybernetics and discrete mathematics, dies at 73
- May 27 Ghazar Saryan, Armenian composer (Symphonic Panels on motifs by Saryan; Day of Peace), and educator (Komitas State Conservatory, 1960-86), dies at 77
Phil Hartman
May 28 Phil Hartman, Canadian actor and comedian, murdered by his wife in his sleep at 49
- May 28 Philip L. Carret, American investor and founder of Pioneer Fund, dies at 101
- May 29 Barry M. Goldwater, American politician (U.S. Senator from Arizona, 1953-65, 1969-87; Republican presidential candidate, 1964), dies at 89
- May 29 Eric St Eval Atkinson, West Indian cricketer (bro of Denis WI pace bowler 1958-59), dies at 70
- May 31 Stanislaw Wislocki, Polish conductor of classical music, dies at 76
- May 31 Charles Van Acker, Belgian racing driver (b. 1912)
- May 31 Aart Verstegen, Dutch ballet dancer and choreographer (Jolly Joker's Last Joke), dies at 77