Plans for Pulitzer Prize
May 7 Columbia University approves plans to award the Pulitzer Prize in several categories, after establishment by Joseph Pulitzer
- May 18 Maurits Binger establishes two Dutch movie companies
- May 18 Philadelphia Athletics rout Detroit Tigers, 24-2 at Shibe Park; Tigers use amateur players in protest of Ty Cobb's suspension from the game
- May 19 AL President Ban Johnson tells Tigers if they continue protest of Ty Cobb's suspension, they will be banned from baseball
- May 28 Australian cricket spin bowler Jimmy Matthews takes 2 hat-tricks on same day in Triangular Tournament v South Africa at Old Trafford (3/16, 3/38); only player to achieve the feat
- May 29 15 young women are fired by Curtis Publishing in Philadelphia for dancing the "Turkey Trot" during their lunch break
- May 29 Ballets Russes premieres their ballet L'après-midi d'un faune (The Afternoon of a Faun) in Paris, choreographed by Vaslav Nijinsky
- May 30 Indianapolis 500: Joe Dawson in the American-manufactured, 4-cylinder National, wins in race record 6:21:06; time is 21:02 faster than previous 1911 record
- May 30 US Marines sent to Nicaragua
- May 31 US marines land on Cuba