- May 1 Canada's 1st silver dollar is circulated
- May 4 61st Kentucky Derby: Willie Saunders aboard Omaha wins in 2:05
- May 6 KTM-AM in Los Angeles California changes call letters to KEHE (now KABC)
- May 6 Pulitzer prize awarded to Audrey Wurdemann (Bright Ambush)
- May 8 Cincinnati Red Ernie Lombardi doubles in 6th, 7th, 8th & 9th beat Phils 15-4
- May 11 60th Preakness: Willie Saunders aboard Omaha wins in 1:58.4
- May 14 LA's Griffith Planetarium opens, 3rd in US
- May 14 Plebiscite in the Philippines ratifies independence agreement
- May 14 Northamptonshire County Cricket Club gains (over Somerset at Taunton by 48 runs) what proved to be their last victory for 99 matches, a record in the County Championship. Their next Championship win was not until May 29, 1939.
- May 15 MLB Pittsburgh Pirates squeak past Phillies 20-5 at Philadelphia's Baker Bowl
- May 15 Moscow Metro opens to public; initial phase was 11 km (6.8 mi) long and included 13 stations
- May 18 English batsman Harold Gimblett scores 123 in 80 minutes on his County Cricket debut for Somerset CCC vs Essex at Frome
- May 19 NFL adopts an annual college draft to begin in 1936
Canonization
May 19 English Cardinal John Fisher and statesman Thomas More, executed by Henry VIII, canonized as saints by Pope Pius XI
World Record
May 25 Legendary American athlete Jesse Owens equals or breaks 4 world records in 45 minutes at a Big Ten meet at Ferry Field in Ann Arbor, Michigan; remembered as "the greatest 45 minutes ever in sport"
- May 29 French liner Normandie begins its maiden voyage, arrived in NYC on June 3rd
- May 29 Hague local museum opens
- May 30 Philadelphia pitcher Jim Bivin retires Babe Ruth on an infield grounder in "the Babe's" final MLB at-bat; Ruth plays just 1 inning in Boston Braves, 11-6 loss to Phillies at the Baker Bowl
- May 30 Indianapolis 500: Kelly Petillo accompanied by riding mechanic Jimmy Dunham win; Pete DePaolo becomes first to win race separately as a driver (1925) and owner
- May 31 7.7 magnitude earthquake destroys Quetta in Balochistan, British India (now Pakistan) killing an estimated 40,000 people