- May 1 Antonín Dvořák, Czech composer (Slavonic Dances; New World Symphony; Cello Concerto in b, Op. 104), dies at 62
- May 6 Franz von Lenbach, German painter, dies at 67
- May 7 Peter Hille, German writer, dies at 49
- May 8 Eadweard Muybridge, English photographer, pioneer in study of motion, dies at 74
Henry Morton Stanley (1841-1904)
May 10 Welsh journalist and African explorer (discovered source of the Nile), dies at 63
- May 14 Richard Hol, Dutch composer, organist and conductor, dies at 78
- May 16 N I Bobrikov, Russian governor-general in Finland, dies
- May 19 Auguste Molinier, French historian (b. 1851)
- May 19 Jamsetji Tata, Indian pioneer industrialist (Tata Group), dies at 65
- May 22 Georges Gilles de la Tourette, French neurologist, hysteria specialist, and namesake of Tourette's syndrome, dies from syphilis at 46
Assassination
Car Crash
Hanging
Killed in Action
Plane Crash
Poisoning