- May 5 Phillies Harold Kelleher faces 16 batters in 6th, as Cubs score 12 runs, both marks are NL records off one hurler in a single inning
- May 7 64th Kentucky Derby: Eddie Arcaro aboard Lawrin scores first of record 5 Derby wins
- May 14 63rd Preakness: Maurice Peters aboard Dauber wins in 1:59.8
- May 14 England soccer team beats Nazi-Germany, 6-3
Event of Interest
Donald Bradman
- May 21 Don Bradman scores 143 Austalia v Surrey, 198 mins, 11 fours
- May 22 Dodgers announce contracts to install lights at Ebbets Field
- May 27 Bradman scores his 1000th cricket run of English season, earliest to do so
- May 30 Yanks sweep Red Sox 10-0 & 5-4 in front of 83,533 at Yankee Stadium
- May 30 Indianapolis 500: Floyd Roberts wins in 4:15:58.362 (188.615 km/h)
- May 31 Bill Edrich scores his 1,000th run of cricket season, all at Lord's