May Day is International Workers Day. The Holt Labor Library provides a bibliography which includes:
Foner, Philip S. May Day: A Short History of the International Workers' Holiday 1886-1986 . New York: International Publishers, 1986.
Johnson, Olive M. May Day vs. Labor Day: A Comparison of the Social Significance of the Two Days of Labor Celebration. New York: New York Labor News Company, 1936.
The Chicago Historical Society houses the Haymarket Affair Digital Collection of key documents and artifacts in their historical context with a minimum of interpretive information. Much like the witness testimony and exhibits introduced during the Haymarket trial, these primary sources are pieces of evidence which enable the user to reconstruct and interpret the historical events to which they relate.
See the affiliated, interpretive web site developed by Northwestern University in cooperation with the Chicago Historical Society:
The Dramas of Haymarket.