GHCN Data was delayed slightly for May by the release of Version 3.3. When data became available, it was fairly complete. It showed a slight drop of 0.01°C from April (0.628 to 0.618). Satellite measures rose considerably.
Update 12 June. I'm still uncertain of this result. GHCN seems unsettled; according to my count, the most recent file has for May about 300 stations fewer than the day before.
This is at variance with the reanalysis data, which suggested a much warmer month. I wondered if V3.3 had an effect, but previous months were much as before. I'll watch the next few days for any changes, but as I said, most of the data is in. So May is looking more like April (cool for 2015) than February.
Details are in the report here. N Russia and Alaska had very warm spots; the poles were cool. The Arctic coolness was reflected in the reanalysis results. Generally the coolness was due to land; SST rose, as reflected by HADSST3.
There is an interesting Tech Note from NOAA on ver 3 here.