- 5 May 1893 – Birth of Ivo Pelay, a prolific Argentine playwright whose musicals helped popularize the tango
- 9 May 1662 – First recorded performance of a Punch and Judy (pictured) puppet show in England
- 11 May 1950 – Premier of Eugène Ionesco's La Cantatrice Chauve (The Bald Soprano) at the Théâtre des Noctambules in Paris
- 14 May 1881 – Birth of actor Julian Eltinge, who became famous for cross-dressing in plays such as The Fascinating Widow and The Crinoline Girl
- 22 May 1872 – Foundation stone is laid for the Bayreuth Festspielhaus, built especially for the operas of Richard Wagner
- 25 May 1878 – Premiere of H.M.S. Pinafore, the first big hit by Gilbert and Sullivan
- 29 May 1934 – Birth of Mexican actor and playwright Nancy Cárdenas
- 31 May 1957 – Playwright Arthur Miller is convicted of contempt of Congress because he refused to name friends and colleagues who had participated in political activities that the House Un-American Activities Committee might find problematic