- May 8 George Selden files for 1st patent for a gasoline-driven automobile
- May 10 Meteor falls near Estherville, Iowa
- May 14 The first group of 463 Indian indentured labourers arrive in Fiji aboard the Leonidas
- May 16 Antonín Dvořák's "Slavonic Dances" premieres
- May 16 Treaty of Gandamak to set up Afghan state between Russia & English
- May 21 Battle of Iquique: Chilean naval forces overcome Peruvian ships (War of the Pacific)
- May 30 92°F highest temperature ever recorded in Cleveland in May
- May 30 Gilmore Garden (NYC) renamed Madison Square Garden
- May 30 An F4 tornado strikes Irving, Kansas, killing 18 and injuring 60.
- May 31 1st electric railway opens at Berlin Trades Exposition
Event of Interest
May 31 Madison Square Garden opens in New York, named after 4th President James Madison

James Madison