- 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
Music Premiere
May 19 Maurice Ravel's opera "L'Heure Espagnole" premieres in Paris
Maurice Ravel
Event of Interest
May 23 NY Public Library building at 5th Avenue dedicated by President Taft
William Howard Taft
Edward Smith
- May 31 Mexican President Porfirio Díaz flees the country during the Mexican Revolution