Here is a photo taken in 1907 of May Day festivities in Maryland.

More information about May Day than you ever thought possible can be found in this article from Wikipedia, including May Day’s relationship to Walpurgis Night and Morris dancing and the May Queen and the Maypole (not to be confused with the Walpole) and even International Workers’ Day.
For example, what happens in Finland? “In Finland, Walpurgis Night is, along with New Year’s Eve and Midsommar, the biggest carnival-style festivity, taking place in the streets of Finland’s towns and cities. The celebration is typically centered on plentiful use of sparkling wine and other alcoholic beverages...From the end of the 19th century, this traditional upper class feast has been co-opted by students attending university, already having received their student cap. [Activities] include the capping of the Havis Amanda, a nude female statue in Helsinki, and the biannually alternating publications of ribald matter called Äpy and Julkku by students of the University of Technology. Both are sophomoric...”
One can only assume the article means both publications of ribald matter, not both students of Finland’s University of Technology.
In Scotland, at St. Andrews, some of the students gather on the beach late on April 30 and run into the North Sea at sunrise on May Day, occasionally naked. This is accompanied by torchlit processions and much elated celebration.
In Hawaii, May Day is also known as Lei Day. I will pause while you make up your own joke.
If you read too far in that Wikipedia article, you will learn of many lewd and lascivious connotations surrounding the celebrations of May Day as well, but I’m not going to help you find them. You’ll have to ferret them out for yourself. Instead, I leave you with this example of Morris dancing.

It must have been really difficult to find six men named Morris.
Note. It is also noteworthy to note that yelling “May Day” is not an international signal of distress. Yelling “m’aidez” (“help me” in French) is an international signal of distress.