- May 2 Cin Fred Tooney & Chic's Hippo Vaughn pitch duel no-hitter, Vaughn gives up 2 hits & a run in 10th, so Cin wins 1-0
Schelomo
May 3 Ernest Bloch's "Schelomo: Rhapsodie Hébraïque" and "Israel Symphony" premiere in Carnegie Hall, NYC, with Artur Bodanzky conducting the former, and the composer conducting the latter
- May 4 A flotilla of US destroyer ships arrive in Queenstown, Ireland, to aid in convoying ships to England
1st African-American Military Pilot
May 5 Eugene Bullard gains his pilot's license from Aéro-Club de France and becomes the 1st African-American military pilot (French Air Service)
- May 5 St Louis Browns pitcher Ernie Koob no-hits Chicago White Sox, 1-0 at Sportsman's Park III
- May 6 St Louis Browns pitcher Bob Groom no-hits Chicago White Sox, 3-0 at Sportsman's Park, St. Louis
Ruth Leads Victory
May 7 In a testament to his pitching ability, future Baseball Hall of Fame slugger Babe Ruth leads Boston Red Sox to a 1-0 victory against Washington Senators legend Walter Johnson
- May 10 Atlantic ships get destroyer escorts to stop German attacks
- May 12 42nd Preakness: E Haynes aboard Kalitan wins in 1:54.4
- May 12 43rd Kentucky Derby: Charles Borel on Omar Khayyam wins in 2:04.6
- May 13 1st appearance of Mary to 3 shepherd children in Fatima, Portugal
- May 15 The first officer's training camp is opened in the US, as the country prepares for war
- May 18 Erik Satie, Leonide Massine and Pablo Picasso's ballet "Parade" premieres in Paris
First Expeditionary Units
May 18 First units of the American Expeditionary Force, commanded by General John J. Pershing, is ordered to France
- May 18 US Congress passes Selective Service Act, authorizing the federal government to raise a national army for the American entry into World War I through compulsory enlistment
- May 20 Turkish government authorizes Jews to return to Tel Aviv & Jaffa
- May 21 Leo Pinckney, 1st American drafted during WWI
- May 21 The Great Fire of Atlanta: at least 10,000 people were displaced, but there was only one fatality
- May 23 Dutch 2nd Chamber approves 1908 conscription draft
- May 26 Walt Cruise hit 1st HR out of Braves Field
- May 28 Racial strife in East St Louis, Illinois, White workers march through Black neighborhoods beating people and burning some buildings; state governor call in National Guard to restore order [1]
- May 30 Jazz standard "Dark Town Strutters Ball" by Shelton Brooks recorded by the Original Dixieland Jazz Band