- May 1 Longest MLB game by innings - Brooklyn Robins tie the Boston Braves, 1-1, in 26 innings
- May 1 Roermond Football Club (1936 KNVB Cup) is established in Netherlands
- May 2 1st game of National Negro Baseball League played in Indianapolis
- May 8 46th Kentucky Derby: Ted Rice aboard Paul Jones wins by a head from Upset in 2:09
- May 14 Giants inform Yankees that the lease allowing them to play in the Polo Grounds will not be renewed at end of 1920 season
Johnson's 300th Win
May 14 Washington Senator Walter Johnson wins his 300th game vs Detroit
- May 15 Soccer team ADO '20 forms in Heemskerk
45th Preakness
May 18 45th Preakness: Clarence Kummer aboard Man o' War (regarded as greatest racehorse of all time) defeats Upset by 1+1⁄2 lengths in 1:51.6
Baseball Players
Basketball Stars
Boxers
Footballers
NFL Stars
Tennis Champions