Playstation 2: 187,765
Xbox 360: 154,932
PlayStation 3: 81,604
Comparing these to April's numbers, we get:
Wii: Down just a tish over 6%
Playstation 2: Down just over 3%
Xbox 360: Down 11%
PlayStation 3: Down about .5%
Looking at this, we see that May was essentially flat from April. Even the 360, with the greatest drop, percentage-wise, only lost 11%. Kind of a boring month really, something that Microsoft and Sony both could have done without. However, it bears noticing that the PS2's sales didn't drop off much more than they had in April, and there's still only one console system outselling it.
For those into game sales, it's worth noting that the Wii and the 360 both had 4 games in the top ten for May, with the PS2 holding the other two spots.