- May 1 Longacre Theater opens at 220 W 48th St NYC
- May 6 King Nikita I of Montenegro vacates Skoetari, northern Albania
- May 7 British House of Commons rejects women's right to vote
- May 7 An ambassadorial conference in St Petersburg, Russia, awards the town of Silistria to Rumania in compensation for Bulgaria's other territorial gains in the First Balkan War
- May 10 39th Kentucky Derby: Roscoe Goose aboard Donerail wins in 2:04.8
- May 10 Yanks commit 8 errors & still beat Tigers 10-9 in 10 innings
- May 12 Harry Green runs world record marathon (2:38:16.2)
Event of Interest
May 13 1st four-engined aircraft built and flown (Igor Sikorsky, Russia)
Igor Sikorsky
Event of Interest
May 13 Women's suffrage march through Washington organized by Alice Paul and led by Inez Milholland
Alice Paul
- May 14 Frans Hals museum opens in Haarlem, Netherlands
Event of Interest
May 14 Wash Senator Walter Johnson ends record scorless streak at 56 innings
Walter Johnson
Event of Interest
May 29 Igor Stravinsky's ballet score "The Rite of Spring" premieres in Paris, provoking a riot
Igor Stravinsky
- May 30 Treaty of London signed by the Great Powers, the Ottoman Empire and the victorious Balkan League (Serbia, Greece, Kingdom of Bulgaria, and Montenegro) bringing an end to the First Balkan War
- May 30 John McGraw joins Fred Clarke, Cap Anson, Frank Selee, & Connie Mack as managers who have won 1,000 games
- May 30 Indianapolis 500: Jules Goux wins in 6:35:05.108 (126.686 km/h)
- May 31 17th amendment (direct election of senators) declared ratified
- May 31 Alexis Ahlgren runs world record maraton (2:36:06.6)