- May 1 John R Locksmith de Brown, vicar/CHU-politician, dies at 71
- May 5 Natalija Obrenović, Queen of Serbia (b. 1859)
- May 7 David Wijnkoop, Dutch socialist, and later communist politician, and journalist, dies of a heart attack at 65
- May 7 James George Frazer, Scottish anthropologist and folklorist (The Golden Bough), dies at 87
- May 8 Heinrich Zöllner, German composer, dies at 86
- May 12 Ruth Stonehouse, American silent film actress and director, dies at 48
- May 17 José Leite de Vasconcelos, Portuguese archeologist, ethnologist, and writer (Etnografia Portuguesa), dies at 82
- May 18 Werner Sombart, German historical economist (Modern Capitalism), dies at 78
- May 23 Herbert Austin, English automobile designer and builder (founder of Austin Motor Company), dies at 74
- May 23 Slavko Osterc, Slovenian composer (Iz Satanovega Dnevnika (From Satan's Diary); Illusions), and pedagogue, dies at 45
- May 24 Lancelot Holland, British vice-admiral (WW II-Hood), dies in battle
- May 27 AH Borgesius, tutor/experimentator/amateur astronomer, dies at 76
- May 30 Prajadhipok, Rama VII, last absolute king of Siam (1925–35), dies at 47
Assassination
Car Crash
Hanging
Killed in Action
Plane Crash
Poisoning