- May 7 58th Kentucky Derby: Eugene James aboard Burgoo King wins in 2:05.2
- May 9 57th Preakness: Eugene James aboard Burgoo King wins in 1:59.8
- May 16 Yanks 4th straight shutout to equal record set by Cleveland & Boston
- May 21 1st Curtis Cup for Women's team amateur golf: US wins, 5½-3½ at Wentworth Club (Wentworth, England)
- May 23 Australian cyclist Hubert Opperman sets paced world records 1,384km in 24 hours, and 1,609km (1,000 miles) in 28 hours, 55 minutes, 39 seconds at Melbourne Motordrome
- May 30 Indianapolis 500: Fred Frame takes lead for good on lap 152, winning from 27th on starting grid; accompanied by riding mechanic Jerry Houck
- May 30 Yankees dedicate a plaque to Miller Huggins
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