Which reminds me, I was checking on the distress signal "Mayday" the other day (as you do). It has nothing to do with the 1st May.
The expression comes from the French Venez m'aider (come and help me). As it says in French wikipedia:
Le mot est une déformation volontaire anglophone de la phrase française : « venez m'aider ! »
I like that déformation volontaire - deliberate corruption. It makes it sound like it was a piece of linguistic vandalism!
Anyway, happy May Day!