- May 1 Netherlands begins unity with Belgium
Baseball Record
May 2 Honus Wagner steals his way around bases in 1st inning against Cubs
- May 3 35th Kentucky Derby: Vincent Powers on Wintergreen wins in 2:08.2
- May 6 Indian nationalist Sri Aurobindo acquitted in the Alipore Bomb Case in Calcutta, India
- May 7 Construction begins on first 100 houses in Ahuzat Bayit (Tel Aviv)
- May 8 American Albert Raines runs world record marathon (2:46:04.6) in NYC
- May 8 British runner Henry Barrett runs world record marathon (2:42:31) in the Polytechnic Marathon in London
- May 10 Winchester's Fred Toney no-hits Lexington for 17 inning
- May 12 34th Preakness: Willie Doyle aboard Effendi wins in 1:39.8
- May 13 Christian National Labor Workers (CNV) party begins in Netherlands
- May 13 First Giro d'Italia takes place in Milan - Italian cyclist Luigi Ganna is the winner
- May 17 White firemen on Georgia lroad strike to protest against hiring blacks
Johnson vs O'Brien
May 19 In his first title defense Jack Johnson fights 'Philadelphia' Jack O'Brien to a no decision in 6 rounds in Philadelphia, Pennsylvania to retain his world heavyweight crown
National Negro Conference
May 31 National Conference on the Negro holds its first meeting in United Charities Building, New York (earlier form of the NAACP)