- May 1 World Columbian Exposition opens in Chicago
- May 4 Cowboy Bill Pickett invents bulldogging, the skill of grabbing cattle by the horns and wrestling them to the ground
- May 5 Panic of 1893: Great crash on NY Stock Exchange
- May 10 19th Kentucky Derby: Eddie Kunze aboard Lookout wins in 2:39.25
- May 10 Imperial Institute in London opens
- May 11 Henri Desgrange establishes 1st bicycle-world record (35.325 km)
- May 19 Heavy rain washes "quick clay" into a deep valley killing 111 in Norway
- May 22 Montreal Athletic Association beat Ottawa Generals 2-1, in 1st Cup Game
- May 27 Audath Yisroel forms at Kattowitz (Katowice) Poland
- May 31 Whitcomb Judson, Chicago, patents a hookless fastening (zipper)