Historic Publication
May 2 French newspapers publish lists of Jules Verne's unpublished work
- May 5 Robert S. Abbott publishes 1st issue of newspaper "Chicago Defender"
- May 8 Union of Unions organizes In Russia under the chairmanship of Paul Miliukov and joins liberal groups demanding parliamentary government and universal suffrage
- May 10 31st Kentucky Derby: Jack Martin aboard Agile wins in 2:100.75
Jeffries Retires Undefeated
May 13 World heavyweight boxing champion James J. Jeffries retires undefeated after 7 title defences; returns in 1910 to be beaten by Jack Johnson
- May 15 Las Vegas founded in Nevada
Brazza Reaches Leopoldville
May 15 Pierre Savorgnan de Brazza reaches Leopoldville in the Congo
- May 17 Waseda U of Tokyo defeats LA High School 5-3 in baseball
- May 19 Tom Jenkins beats Frank Gotcha for heavyweight wrestling champ
- May 22 Royal Academy in Delft Holland becomes Technical High School
- May 24 39th Belmont: Eugene Hildebrand aboard Tanya wins in 2:08
- May 26 A pogrom against Jews in Minsk, Belorussia
- May 27 30th Preakness: Willie Davis aboard Cairngore wins in 1:45.8
Battle of Tsushima
May 27 Japanese fleet destroys the Russian East Sea fleet in the Battle of Tsushima, the only decisive clash between modern steel battleships in history
- May 29 Pogrom against Jewish community in Brisk, Lithuania