- May 1 Desider Antalffy-Zsiross, Hungarian organist and composer, dies at 59
Joseph Goebbels (1897-1945)
May 1 German Nazi Minister of Propaganda, commits suicide aged 47 with his wife (43) and arranges the death of their 6 children, Heidrun (4), Hedwig (6), Holdine (8), Helmut (9), Hildegard (11), and Helga (12)
Martin Bormann (1900-1945)
May 2 German Nazi leader (Hitler's secretary, chief of the Party Chancellery), most likely commits suicide on this date at 44 [remains identified in 1972]
- May 4 Fedor von Bock, German field marshal (commander in the German occupation of Austria, invasions of Poland, France, and Russia during WWII), dies at 64
- May 5 Elsie Mitchell and five Sunday school students become the only people to die during World War II on US soil when they are killed by a Japanese fire balloon that lands in the forest of Gearhart Mountain, near Bly, Southern Oregon
- May 5 Peter Van Pels, Jewish Refugee (b. 1926)
- May 8 Bernhard Rust, German Nazi politician and Minister of Science, Education and National Culture (1934-45), reportedly commits suicide at 61
- May 8 Robert Ritter von Greim, German field marshal and WWI flying ace, commits suicide at 52
- May 10 Richard Glücks, German SS officer and concentration camp administrator, committed suicide at 56
- May 13 Alfred "Tubby" Hall, American jazz drummer (King Oliver; Louis Armstrong), dies at 49
- May 14 Heber J. Grant, 7th President of the Church of Jesus Christ of Latter-day Saints, dies at 88
- May 15 Charles Williams, British poet and writer, dies at 58
- May 15 Major Courtney, US medal of honor marine, dies in battle of Sugar Loaf
- May 17 Jan van Geenen, resistance fighter, dies
- May 17 Sasaki Shigetsu Sokei-an, founder 1st Zen Institute of America, dies
- May 19 Philipp Bouhler, German nazi leader (b. 1889)
- May 22 Carel Adolph Lion Cachet, Dutch lithographer and wood carver, dies at 80
Heinrich Himmler (1900-1945)
May 23 German Nazi leader (head of the SS), commits suicide while in Allied custody at 44