May 3: Adolf Hitler begins a week-long state visit to Italy. He is greeted by Benito Mussolini amid great ceremony.

May 3: Flossenbürg concentration camp takes in its first prisoners.

May 5: Mussolini puts on a grand naval review of over 200 warships in the Gulf of Naples to impress Hitler.

May 14: The swashbuckler film The Adventures of Robin Hood starring Errol Flynn, Olivia de Havilland, Basil Rathbone and Claude Rains is released.

May 22: British Foreign Secretary Lord Halifax tell the French ambassador not to count on British support in the event of a war over Czechoslovakia. Poland's ambassador also tells French Foreign Secretary Georges Bonnet that Poland would not move if France moved against Germany to defend Czechoslovakia.

May 23: Rufus Franklin, Thomas R. Limerick and James C. Lucas take part in the third documented escape attempt from Alcatraz Prison. A guard shot Limerick (who soon died) and Franklin and the escape attempt is foiled.

May 26: Hitler lays the cornerstone for a new Volkswagen plant in the Fallersleben district of Wolfsburg. Mass production is projected to begin there by the end of 1939.

May 31: BBC Television broadcast its first-ever game show, called Spelling Bee. (source: Wikipedia)