- May 1 Chicago White Sox outfielder Herm McFarland hits first grand slam in American League history in 19-9 win at home against Detroit; Tigers commit 12 errors
Historic Event
May 1 Pan-American Exposition opens in Buffalo, New York (runs till 2 November)
- May 3 Fire destroys 1,700 buildings in Jacksonville, Florida
- May 8 In their long-delayed AL home opener, Boston defeats Philadelphia 12-4
- May 8 A British appointed commission estimates today that some 1,250,000 Indians have died after a severe drought, lasting since 1899
- May 9 Cleveland's Earl Moore no-hits Chicago White Sox 9 inn but loses in 10th 4-2
First Australian Parliament
May 9 The first Australian Parliament opens in Melbourne, though the first working session will not be until 21 May
- May 9 A financial panic begins in the USA following the struggle between two groups to control the railroads between the Great Lakes and the Pacific
- May 12 US President McKinley visits San Francisco
- May 23 35th Belmont: H Spencer aboard Commando wins in 2:21
- May 23 Ottawa Mint Act receives Royal Assent
Victory in Battle
May 23 US captures leader of Filipino rebels, Emilio Aguinaldo
Music Premiere
May 29 Ignacy Jan Paderewski's opera "Manru" has its world premiere in Dresden, Germany
