- May 1 Chicago White Sox outfielder Herm McFarland hits first grand slam in American League history in 19-9 win at home against Detroit; Tigers commit 12 errors
- May 1 Pan-American Exposition opens in Buffalo, New York (runs till 2 November)
- May 3 Fire destroys 1,700 buildings in Jacksonville, Florida
- May 8 A British appointed commission estimates today that some 1,250,000 Indians have died after a severe drought, lasting since 1899
- May 8 In their long-delayed AL home opener, Boston defeats Philadelphia 12-4
- May 9 A financial panic begins in the USA following the struggle between two groups to control the railroads between the Great Lakes and the Pacific
- May 9 Cleveland's Earl Moore no-hits Chicago White Sox 9 inn but loses in 10th 4-2
First Australian Parliament
May 9 The first Australian Parliament opens in Melbourne, though the first working session will not be until 21 May
US Captures Aguinaldo
May 23 US captures leader of Filipino rebels, Emilio Aguinaldo
Manru
May 29 Ignacy Jan Paderewski's opera "Manru" has its world premiere in Dresden, Germany
Authors
Dictators
Explorers
Outlaws
Queens
Spies