- May 1 Amsterdam World's Fair opens
- May 1 Bob Rogers is acknowledged as the first American pro sports trainer when he is hired by the NY Athletic Club
- May 1 First National League baseball game in Philadelphia since 1876, Providence Greys beat Philadelphia Quakers, 4-3
- May 4 John Gordon Cashmans publishes 1st edition "Vicksburg Evening Post" (Mississippi)
- May 10 First appendectomy performed in North America by Abraham Groves in Canada
- May 15 Italy signs military treaty with Austria-Hungary & Germany
- May 19 William F. “Buffalo Bill” Cody opens Buffalo Bill's Wild West show in Omaha, Nebraska
- May 22 Cubs' Billy Sunday's 1st at bat, begins 14 consecutive strikes out
- May 23 9th Kentucky Derby: William Donohue aboard Leonatus wins in 2:43
Brooklyn Bridge Opens
May 24 Brooklyn Bridge opened by President Chester A. Arthur and NY Governor Grover Cleveland
- May 26 11th Preakness: G Barbee aboard Jacobus wins in 2:42.5
Tsar Alexander III
May 27 Alexander III crowned Tsar of Russia in Moscow
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