Edward VII Visits Paris
May 1 King Edward VII of Great Britain visits Paris, where he is feted in a first step toward improving Anglo-French relations, culminating in the signing of the Entente Cordiale on 8 April, 1904
Roosevelt in San Francisco
May 14 President Theodore Roosevelt visits San Francisco
- May 16 1st transcontinental motorcycle trip began in San Francisco by George A. Wyman (arrives in New York July 6)
- May 17 Cleveland Indians beat NY Highlanders 9-2 in Columbus Ohio
- May 20 Britain's House of Commons begins a debate on the charges of poor administration and ill treatment of natives in Belgium's colony in the Congo Free State
- May 22 Launch of the White Star Liner SS Ionic.
- May 23 1st automobile trip across US leaves San Francisco for New York, (arrives July 26)
- May 23 1st direct primary election law in US adopted, by Wisconsin
- May 27 37th Belmont: John Bullman aboard Africander wins in 2:21.75
Beurs van Berlages
May 27 Queen Wilhelmina opens the new Amsterdam stock exchange Beurs van Berlages, designed by influential architect Hendrik Petrus Berlage