- May 5 MLB Philadelphia Phillies Harold Kelleher pitcher faces 16 batters in 6th, as Cubs score 12 runs, both marks are NL records off one hurler in a single inning
64th Kentucky Derby
May 7 64th Kentucky Derby: Eddie Arcaro aboard Lawrin scores first of record 5 Derby wins
- May 14 63rd Preakness: Maurice Peters aboard Dauber wins in 1:59.8
- May 14 England soccer team beats Nazi-Germany, 6-3
O'Neil's Negro League Debut
May 15 Buck O'Neil makes his debut playing for the Negro league baseball team Kansas City Monarchs at Ruppert Stadium, Kansas City
Bradman Scores 278
May 16 Australian cricketer Donald Bradman scores 278 vs MCC in 349 mins with 35 fours and 1 six
- May 21 Batsman Don Bradman scores 143 for Australia v Surrey, in 198 mins, with 11 fours
- May 22 Dodgers announce contracts to install lights at Ebbets Field
- May 27 Cricket batting genius Don Bradman scores 145 not out for Australia v Hampshire at Southampton, completing 1,000 runs before the end of May for the second time, the only touring batsman to England ever to perform the feat
- May 30 Indianapolis 500: Polesitter Floyd Roberts claims winner's cheque $32,075; car owner Lou Moore is also the chief mechanic
- May 30 New York Yankees sweep arch rival Boston Red Sox, 10-0 & 5-4 in front of 83,533 at Yankee Stadium
- May 31 Bill Edrich scores his 1,000th run of cricket season, all at Lord's
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