- May 6 Hans Jelmoli, Swiss pianist and composer, dies at 59
- May 8 Oswald Spengler, German historian and philosopher (Underworld of Abendlandes), dies at 55
- May 9 François Conrad Schlumberger, French physicist, dies at 57
- May 14 Edmund Allenby, Viscount Allenby, English Fieldmarshal, General in Egypt during WWI, dies at 74
- May 14 Samuel Pierre l'Honoré Naber, Dutch rear-admiral and librarian, dies at 71
- May 16 Julius Schreck, German Nazi military man (1st head of the SS), and confidant of Adolf Hitler, dies of meningitis at 37
- May 17 Panagis Tsaldaris, twice Greek prime minister (b. 1868)
- May 18 Alexander "Alick" Maclean, British composer and conductor (Scarborough Spa Orchestra, 1912-35), dies at 63
- May 25 Ján Levoslav Bella, Slovak composer, dies at 92
Assassination
Car Crash
Hanging
Killed in Action
Plane Crash
Poisoning