- May 2 French troops occupy Fès El Bali, Morocco
- May 9 Fire breaks out at Empire Theatre in Edinburgh, Scotland
- May 11 The United States becomes a signatory to the Buenos Aires copyright treaty
- May 12 American economic expert W Morgan Schuster arrives by invitation to assume almost dictatorial power over Persia's finances; a move resented by Russia
- May 12 1st Inter-Empire Championships open in London
- May 13 37th Kentucky Derby: George Archibald aboard Meridian wins in 2:05
- May 13 NY Giant Fred Merkle is 1st to get 6 RBIs in an inning (1st)
- May 15 British House of Commons accept Parliament Bill
- May 15 Kappa Alpha Psi Fraternity, Indiana University, incorporates
- May 15 Supreme Court dissolves Standard Oil (Sherman Antitrust Act)
- May 15 The Georgios Averof cruiser is bought by Greece
- May 16 Remains of a neanderthal man found on Jersey, Channel Islands
Ferdinand von Zeppelin
- May 17 36th Preakness: Eddie Dugan aboard Watervale wins in 1:51
- May 18 President Jose Porfirio Diaz of Mexico's term ends
- May 19 Maurice Ravel's opera "L'Heure Espagnole" premieres in Paris
- May 19 Philadelphia Athletics are 12½ games back in AL, & will win World Series
- May 20 Edwin Boaler Alletson hits 189 in 90 mins Notts v Sussex
- May 21 French troop enter Fez in Morocco to quell anti-European agitation
- May 22 Braves pitcher, Cliff Curtis, loses his 23rd game in a row
Event of Interest
May 23 NY Public Library building at 5th Avenue dedicated by President Taft
William Howard Taft
- May 25 Revolution in Mexico overthrows President Jose Porfirio Diaz
- May 26 Germany passes legislation organizing Alsace and Lorraine as an autonomous state with a legislature
- May 30 1st Indianapolis 500 car race, Ray Harroun wins at 74.59 MPH (120 KPH)
- May 31 RMS Titanic launched in Belfast
- May 31 Mexican President Porfirio Díaz flees the country during the Mexican Revolution