- May 1 Farm workers strike begins in East-Groningen
- May 1 Police kill 19 Mayday demonstrators in Berlin
Music History
May 2 Billie Holiday (14) and her mother are arrested for prostitution following a raid of a brothel in Harlem
- May 3 Prussia bans anti-fascists
Baseball Record
May 4 Lou Gehrig hits 3 consecutive HRs, Yankees 11, Tigers 9
Sports History
May 8 NY Giants pitcher Carl Hubbell no-hits Pittsburgh Pirates, 11-0 at the Polo Grounds, NYC
Contract of Interest
May 8 Soviet government contract Albert Kahn Associates architectural firm to design the USSR's 1st tractor plant
British Golf Open
May 10 British Open Men's Golf, Muirfield: Walter Hagen wins 4th Open title, by 6 strokes from fellow American Johnny Farrell
Silence is Golden At The First Oscars
May 16 1st Academy Awards: "Wings", Emil Jannings and Janet Gaynor win
- May 18 55th Kentucky Derby: Hall of Fame jockey Linus McAtee on 3-1 chance Clyde Van Dusen wins in 2:10.8 on a muddy track
- May 18 Brooklyn Robins beat Philadelphia Phillies, 20-16; lose 8-6 in game 2 at the Baker Bowl; MLB record 50 runs for a doubleheader
- May 19 Cloudburst causes stampede in Yankee Stadium, crushes 2 people to death
Declaration of War
May 19 Chinese warlord Feng Yuxiang declares war on Chiang Kai-shek's nationalist government
- May 21 Automatic electric stock quotation board installed in NYC
- May 21 Sergei Prokoviev's ballet "Prodigal Son" premieres in Paris
- May 24 Chicago WS pitcher Ted Lyons and Detroit's George Uhle go 21 innings before Tigers get a run to win, 6-5; longest game (3 hours, 31 mins) ever at Comiskey Park, Chicago
- May 28 1st all color talking picture "On With the Show" exhibited (NYC)
- May 30 Indianapolis 500: Ray Keech takes lead for final time on lap 158 for his first Indy 500 win; car owner Maude A. Yagle is first and only female winning owner in Indy history
- May 31 Atlantic City Convention Center opens