- May 1 Florimond Cornellie, Belgian sailor (Olympic gold 6-metre class 1920), born in Antwerp, Belgium (d. 1978)
- May 2 Norma Talmadge, American silent screen actress (Sign on Door, Camille), born in Jersey City, New Jersey (d. 1957)
- May 5 Kit Guard, Danish actor (El Diablo Rides, Kid Courageous), born in Hals, Denmark (d. 1961)
- May 6 Filip Lazar, Romanian composer, born in Craiova, Romania (d. 1936)
- May 10 Dimitri Tiomkin, Russian-American film score composer (Academy Award, 1954 - High & Mighty; Wild Is The Wind), and conductor, born in Kremenchuk, Poltava Governorate, Russian Empire (now Ukraine) (d. 1979)
- May 11 Anton Mussert, Dutch fascist (co-founded the National Socialist Movement in the Netherlands), born in Werkendam, Netherlands (d. 1946)
- May 11 Martha Graham, American choreographer (Appalachian Spring), Pittsburgh), Pennsylvania (d. 1991)
- May 12 Cleo Ridgely, American silent screen actress (I Remember Mama), born in New York City (d. 1962)
- May 12 Donald Knight, English cricket batsman (2 Tests; Surrey CCC, Oxford University CC), born in Sutton, England (d. 1960)
- May 13 Ásgeir Ásgeirsson, 2nd President of Iceland (d. 1972)
- May 18 Lou Hooper, Canadian jazz pianist, and educator, born in North Buxton, Ontario (d. 1977)
- May 20 Adela Rogers St John "The World's Greatest Girl Reporter", American journalist, screenwriter and author (Foreign Correspondent), born in Los Angeles, California (d. 1988)
- May 20 Chandrashekarendra Saraswati, Indian Hindu sage, Jivanmukta (d. 1994)
- May 25 Dirk Vansina, Flemish playwright (Verschaeve Gives Evidence), born in Antwerp, Belgium (d. 1967)
- May 27 Dashiell Hammett, American detective novelist (Sam Spade, Maltese Falcon), born in St. Mary's County, Maryland (d. 1961)
- May 27 Louis-Ferdinand Céline, French writer (Die Nacht), born in Courbevoie, Seine, France (d. 1961)
- May 28 Sammy White, American comedian and actor (711 Ocean Drive, Sound Off), born in Providence, Rhode Island (d. 1960)
- May 29 Beatrice Lillie, Canadian comedian and actress (Around World in 80 Days), born in Toronto, Ontario (d. 1989)
- May 29 Josef von Sternberg, Austrian-American director (Der blaue Engel), born in Vienna, Austria-Hungary (d. 1969)
- May 30 Hubertus van Mook, Dutch colonial administrator (Acting Governor General of the Dutch East Indies 1942-48), born in n Semarang in Central Java (d. 1965)
Fred Allen (1894-1956)
May 31 American comedian (Fred Allen Radio Show), born in Cambridge, Massachusetts