- May 1 238 members of "Whiskey Ring" accused of anti-US activities
- May 1 Alexandra Palace, London, reopens after being burnt down in 1873
- May 7 German SS Schiller sinks near Scilly Islands, 312 killed
- May 11 George "Charmer" Zettlein pitches the 1st 9 inning shutout
- May 16 Eathquake in Venezuela & Colombia kills 16,000
- May 17 1st Kentucky Derby: Oliver Lewis aboard Aristides wins in 2:37.75
- May 20 International Bureau of Weights & Measures formed by the signing of the Metre Convention treaty by 17 states and prototypes of the meter and the kilogram selected
- May 28 3rd Preakness: L Hughes aboard Tom Ochiltree wins in 2:43.5
- May 31 Reciprocity Treaty between US & Hawaii ratified
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