May: Interpol (being headquartered in Berlin) effectively ceases to exist (it is recreated on June 3, 1946).
May 1: Hamburg Radio announces that Hitler has died in battle, "fighting up to his last breath against Bolshevism." - Joseph Goebbels and his wife Magda commit suicide after killing their six children. Karl Dönitz appoints Count Lutz Graf Schwerin von Krosigk as the new Chancellor of Germany. - Troops of the Yugoslav 4th Army, together with the Slovene 9th Corpus NOV, enter Trieste. - Mass suicide in Demmin.
May 2: The Soviet Union announces the fall of Berlin. Soviet soldiers hoist the Red flag over the Reich Chancellery.
Prague liberated by Red Army in May 1945. - Lübeck is liberated by the British Army. - Surrender of Axis troops in Italy comes into effect. - Troops of the New Zealand Army 2nd Division enter Trieste a day after the Yugoslavs; the German Army in Trieste surrenders to the New Zealand Army. - Neuengamme concentration camp near Hamburg is evacuated at about this date.
May 3: The prison ships Cap Arcona, Thielbek and Deutschland are sunk by the British Royal Air Force in Lübeck Bay. - Rocket scientist Wernher von Braun and 120 members of his team surrender to U.S. forces (later going on to help to start the U.S. space program). - German Protestant theologian Gerhard Kittel is arrested by the French forces in Tübingen, Germany.
May 4: German surrender at Lüneburg Heath: The North German army surrenders unconditionally to Field Marshal Bernard Montgomery. - Holland is liberated by British and Canadian troops. German forces officially surrender one day later. - Denmark is liberated. German forces officially surrender one day later.
May 5: Prague uprising: Prague rises up against occupying Nazi forces. - Ezra Pound, the American poet and author, is arrested by American soldiers in Italy as a traitor. - The US 11th Armored Division liberates the prisoners of Mauthausen concentration camp, including Simon Wiesenthal.
American soldiers fighting in the Pacific theater listen to radio reports of Victory in Europe Day on May 8, 1945. - Canadian soldiers liberate the city of Amsterdam from Nazi occupation. - Admiral Karl Dönitz orders all U-boats to cease offensive operations and return to their bases. - A Japanese fire balloon kills five children and a woman, Elsie Mitchell, near Bly, Oregon, when it explodes as they drag it from the woods. They are the only people killed by an enemy attack on the American mainland during WWII.
May 6: Mildred Gillars ("Axis Sally") delivers her last propaganda broadcast to Allied troops (the first was on December 11, 1941).
May 7: General Alfred Jodl signs the unconditional German Instrument of Surrender at Reims, France, ending Germany's participation in the war. The document takes effect the next day.
May 8: Victory in Europe Day (V-E Day) as Nazi Germany surrenders, marking the end of WWII in Europe, with the final surrender being to the Soviets in Berlin, attended by representatives of the Western Powers. - Canadian troops move into Amsterdam, after German troops surrender. - Surrender of the Dodecanese is signed in Symi. - The British 8th Army, together with Slovene partisan troops and a motorized detachment of the Yugoslav 4th Army, arrives in Carinthia and Klagenfurt.
May 8-29 - Sétif massacre: In Algeria, thousands die as French troops and released Italian POWs kill an estimated 6,000 to 40,000 Algerian citizens.
May 9: The Soviet Union marks V-E Day. - Hermann Goering is captured by the United States Army.
May 12: Argentinian labour leader José Peter declares the Federación Obrera de la Industria de la Carne dissolved. - Rev. W. V. Awdry's children's book The Three Railway Engines, first of The Railway Series, is published in England.
May 14-15 - Battle of Poljana: The last battle of the War in Europe is fought at Poljana near Slovenj Gradec, Slovenia.
May 23: President of Germany Karl Dönitz and Chancellor of Germany Count Lutz Graf Schwerin von Krosigk are arrested by British forces at Flensburg. They are respectively the last German Head of state and Head of government until 1949.
May 23: Heinrich Himmler, former head of the Nazi SS, commits suicide in British custody.
May 28: William Joyce ("Lord Haw-Haw") is captured. He is later charged with high treason in London for his English-language wartime broadcasts on German radio, convicted, and then hanged in January 1946.
May 29: German communists, led by Walter Ulbricht, arrive in Berlin. - Dutch painter Han van Meegeren is arrested for collaboration with the Nazis, but the paintings he had sold to Hermann Goering (Koch) are later found to be his fakes.
May 30: The Iranian government demands that all Soviet and British troops leave the country. (source: Wikipedia)