Events in Sport
- May 1 Roermond Football Club (1936 KNVB Cup) is established in Netherlands
Event of Interest
May 14 Washington Senator Walter Johnson wins his 300th game vs Detroit

Walter Johnson
- May 14 Giants inform Yankees that the lease allowing them to play in the Polo Grounds will not be renewed at end of 1920 season
- May 15 Soccer team ADO '20 forms in Heemskerk
- 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 31 Indianapolis 500: Gaston Chevrolet wins in 5:38:31.901 (142.617 km/h)
Birthdays in Sport
- May 16 Dave Philley, Texas, Major League Baseball switch-hitter (record 9 straight pinch hits), born in Paris, France (d. 2012)
- May 17 Lydia Wideman, Finnish cross country skier (first female cross-country Olympic gold 1952), born in Vippula, Finland
- May 20 Elizabeth "Betty" Driver, British singer and actress (Coronation Street, Pardon the Expression), born in Leicester, England (d. 2011)
- May 26 Jack Cheetham, South African cricket batsman and captain (24 Tests; Western Province), born in Cape Town, South Africa (d. 1980)
- May 31 Edward Bennett Williams, American lawyer/team owner (Washington Redskins, Baltimore Orioles), born in Hartford, Connecticut (d. 1988)
Deaths in Sport
- May 17 Maitland Hathorn, South African cricketer (325 runs in 12 Tests South African 1901-11), dies at 42