- May 1 Admiral Paul Koundouriotis becomes President of Greece
- May 2 Netherlands refuses to recognize USSR
- May 3 Aleph Zadik Aleph is formed in Omaha, Nebraska by Sam Beber
- May 4 VIII Summer Olympic Games open at Olympic Stadium of Colombes, Paris, France
- May 4 German Republic election: fascists & communists win
- May 5 Unions terminate Twentse textile strike
- May 7 Peruvian Torre forms APRA, Alianza Popular Revolutionaria Americana
Event of Interest
May 8 Arthur Honegger's "Pacifica 231" premieres

Arthur Honegger
Event of Interest
May 10 J. Edgar Hoover appointed head of FBI

J. Edgar Hoover
- May 11 Cartel des Gauches wins French parliamentary election
Event of Interest
May 11 Pulitzer Prize awarded to Robert Frost (New Hampshire)

Robert Frost
- May 12 49th Preakness: John Merimee aboard Nellie Morse wins in 1:57.2
- May 16 108°F (42°C) in Blitzen, Oregon
- May 17 50th Kentucky Derby: John Mooney aboard Black Gold wins in 2:05.2
- May 21 Nathan Leopold & Richard Loeb kidnap and kill Bobby Franks to demonstrate their supposed intellectual superiority by committing a "perfect crime"
Event of Interest
May 26 US President Calvin Coolidge signs Immigration law restricting immigration

Calvin Coolidge