- May 1 Roermond Football Club (1936 KNVB Cup) is established in Netherlands
Event of Interest
May 5 US President Woodrow Wilson makes Communist Labor Party illegal

Woodrow Wilson
- May 5 Italian migrant anarchists Nicola Sacco and Bartolomeo Vanzetti charged with murder of a paymaster at a US shoe factory in Massachusetts, both are later executed
- May 7 USSR recognizes Georgia's independence
- May 8 46th Kentucky Derby: Ted Rice aboard Paul Jones wins by a head from Upset in 2:09
Event of Interest
May 14 Washington Senator Walter Johnson wins his 300th game vs Detroit

Walter Johnson
Canonization
May 16 Joan of Arc (Jeanne D'arc) canonized a saint

Joan of Arc
- May 16 Spanish bullfighter Joselito is fatally gored fighting his last bull
- May 17 1st De Havilland double-decker flight (London) lands in Schiphol
- May 17 1st flight by Dutch airlines KLM (Koninklijke-Luchtvaart-Maatschappij)
- May 18 45th Preakness: Clarence Kummer aboard Man o' War wins in 1:51.6
- May 20 Policemen raid the Cubs' bleachers & arrest 24 fans for gambling
- May 20 Mexican President Venustiano Carranza, under attack by American petroleum companies, faces an armed rebellion by right-wing Sonoro triumvirate after nationalizing subsoil rights
- May 21 Mexican President Venustiano Carranza is executed by army generals after fleeing an armed rebellion in Mexico
- May 23 Pope Benedictus XV publishes encyclical Pacem Dei
- May 27 Tatar ASSR forms in Russian SFSR
- May 31 Indianapolis 500: Gaston Chevrolet wins in 5:38:31.901 (142.617 km/h)