- May 1 Drusian sultan Pasja al-Atrasj elected governor of Suwayda
- May 2 Start of 3rd anti-German revolt in Upper Silesia
- May 3 Northern Ireland is created under the UK Government of Ireland Act partitioning off six north eastern counties with a Protestant majority
- May 3 West Virginia imposes 1st state sales tax
- May 5 1st ranger for Cleveland Metroparks hired
- May 5 Miniature newspaper published (Brighton Gazette 10 x 13 cm)
Chanel No. 5 Released
May 5 Perfume Chanel No. 5 released by fashion designer Coco Chanel
- May 6 Teams from the National Association Football League and the Southern New England Soccer League merge to form the American Soccer League (ASL); collapses 1933
- May 7 47th Kentucky Derby: Charles Thompson on Behave Yourself wins 2:04.2
- May 8 Sweden abolishes capital punishment
- May 10 Luigi Pirandello's "Sei Personaggi in Cerca d'Autore" premieres
- May 11 Tel Aviv is 1st all Jewish municipality
- May 11 The Allied Supreme Council warns Germany to pay reparations or the entire Ruhr Valley will be occupied; Germany agrees
- May 12 National Hospital Day 1st observed in the United States
- May 14 Florence Allen is 1st woman judge to sentence a man to death in Ohio
- May 15 British Legion formed to care for ex-servicemen
Valencia Orange Show
May 17 US President Warren G. Harding opens (via telephone) the 1st Valencia Orange Show in Anaheim, California
- May 19 US Congress sharply curbs immigration, setting a national quota system
- May 21 Oldest radio station west of Mississippi River licensed in Greeley Co.
- May 23 Noble Sissle and Eubie Blake's musical revue "Shuffle Along", the 1st hit Broadway show with an all-Black cast opens at Cort 63rd Street Theatre, NYC; runs for 504 performances [1]
- May 24 1st parliament for Northern Ireland elected
- May 24 Bulhoek Massacre: police commissioner Colonel Theodore Truter leads 6 squadrons and artillery detachment against Israelite religious sect collected at annual gathering on land of leader Enoch Mgijima at Ntabalanga; 190 killed
- May 30 Indianapolis 500: Tommy Milton accompanied by riding mechanic Harry Franck wins the first of two 500 victories after Ralph DePalma had led for 109 laps
- May 30 Lord Dunsany's "If" premieres in London
- May 30 Memorial to Capt. Eddie Grant, killed in WW I, unveiled at Polo Grounds, NYC
- May 30 Salzburg, Austria, votes to join Germany
- May 31 A large-scale race riot breaks out in Tulsa, Oklahoma, later described as the worst incident of racial violence in American history; around 150-300 African Americans killed [1] [2]
- May 31 Boston Red Sox 1st baseman John "Stuffy" McInnis begins an errorless string of 1,700 chances
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