- May 1 Beverly Hills Hotel opens
- May 4 Italian mariners occupy Turkish Island of Rhodes
- May 5 5th Olympic games open at Stockholm, Sweden
- May 5 Soviet Communist Party newspaper Pravda begins publishing (4/22 OS)
- May 7 Columbia University approves plans for awarding the Pulitzer Prize in several categories, after established by Joseph Pulitzer
- May 8 Film and television production and distribution studio Paramount Pictures is founded
- May 11 38th Kentucky Derby: Carol H Shilling aboard Worth wins in 2:09.4
- May 12 Amsterdam-North football club D.W.V. is established
- May 13 Royal Flying Corps forms in Great Britain
- May 15 37th Preakness: Clarnence Turner on Colonel Holloway wins in 1:56.6
Event of Interest
- May 18 A's beat Tigers 24-2, who use amateurs protesting Ty Cobbs suspension
- May 18 Maurits Binger establishes 2 Dutch movie companies
- May 19 AL President Ban Johnson tells Tigers if they continue protest of Ty Cobb's suspension, they will be banned from baseball
- May 28 Jackie Matthews takes 2 cricket hat-tricks same day Australia v South Africa
- May 29 15 young women are fired by Curtis Publishing in Philadelphia for dancing the "Turkey Trot" during their lunch break
- May 29 Ballets Russes premieres their ballet L'après-midi d'un faune (The Afternoon of a Faun) in Paris, choreographed by Vaslav Nijinsky
- May 30 US Marines sent to Nicaragua
- May 30 Indianapolis 500: Joe Dawson wins in 6:21:06.144 (120.060 km/h)
- May 31 US marines land on Cuba