- May 4 Sherlock Holmes, British fictional detective (as created by Sherlock Holmes) "dies" at 37 at Reichenbach Falls
- May 6 Thomas Hare, English barrister and political reformer, dies at 85
- May 8 Helena Blavatsky, Russian occultist, philosopher, and author (co-founded Theosophical Society), dies at 59
- May 10 Karl Wilhelm von Nägeli, Swiss botanist (famous for his work on plant cells), dies at 74
- May 11 Edmond Becquerel, French physicist who studied the solar spectrum, magnetism, electricity and optics (photovoltaic effect), dies at 71
- May 16 Ion Brătianu, Romanian statesman (Premier of Romania 1876-88), dies at 69
- May 23 Ignace Leybach, French pianist and composer, dies at 73
- May 26 Frederick Bowen Jewson, Scottish composer, dies at 67
- May 28 Winfield Scott Featherston "Old Swet", American politician and Army Brigadier General (Confederate), dies at 70
- May 31 Antoine-Aimé Dorion, Canadian politician and jurist (joint premier of Canada 1858, 1863-64), dies at 73
Assassination
Car Crash
Hanging
Killed in Action
Plane Crash
Poisoning