- 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 English runner Harry Green runs world record marathon 2:38:16.2 in the Polytechnic Marathon in London, England
Historic Event
May 13 1st four-engined aircraft built and flown (Igor Sikorsky, Russia)
- May 14 Frans Hals museum opens in Haarlem, Netherlands
Baseball Record
May 14 Washington Senator Walter Johnson ends MLB record scoreless streak at 56 innings
Music History
May 29 Igor Stravinsky's avant-garde ballet score "Le Sacre du Printemps" (The Rite of Spring) for the Ballets Russes premieres at the Théâtre des Champs-Élysées in Paris, provoking a riot
- 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: Frenchman Jules Goux becomes first non-American to win race in a car owned by French manufacturer Peugeot
- May 31 17th amendment (direct election of senators) declared ratified
- May 31 Alexis Ahlgren runs world record maraton (2:36:06.6)