As we saw very few Wii U news coming from trade events this month, I doubt it's going to be any different in May. So I won't make a huge list of events that Nintendo may or may not attend or exhibit at, but where there actually may be some news is Nordic Game 2012.
Apart from events such as Multimodal 2012, ISM's 97th Annual International Supply Management Conference and Educational Exhibit and 2012 MAC Conference (from where there most certainly won't come any news), Nordic Game 2012 appears to be the prime event just before E3.
"Nintendo is interested to meet with talented game development teams and explore publishing opportunities for original Nintendo 3DS and Wii U game proposals", says Tim Symons, Sales Planning & Strategy, Nintendo.
Source:
http://nordicgame.com/?id=130
This event starts eleven days prior to E3, and features besides Nintendo speakers from other companies currently developing games for Wii U. Philippe Angely from Virtuos, Joakim Bodin from EA Dice, Paul Kruszewski from Autodesk (he's responsible for Kynapse (Gameware) which Nintendo has licensed) and Randy Pitchford from Gearbox represent people that in one way or another are connected to Wii U.
Nintendo will participate in the Pitch & Match b2b system which means that they will hold 30 minute meetings featuring discussions about development opportunities. These meetings are held at a separate location at the venue, only accessible for
participants of Pitch & Match. An open space with meeting tables is available. I don't know how large this space is and if it reserved to one company at a time or if it works more like an expo where each company has a designated spot. But unlike at GDC, this meeting place is not as hidden as those private meeting rooms so perhaps participants do not need to sign an NDA anyway (for Nintendo at least). "Development teams" are sought after but I believe people will be able to individually talk with Nintendo as well.
Conference Pass + Pitch & Match cost up to 1250€ (incl 25% VAT). A Main Conference Ticket costs 495€, an Academic Pass costs 180€. If I were still in the industry (retail can go too) I could have attended this. Anyone here planning to go?
Sources:
http://nordicgame.com/?id=130,
http://nordicgame.com/?id=119,
http://nordicgame.com/docs/2012/NG_PitchnMatch_manual.pdf
Oh, and not to forget, there's the Starlight Foundation's A Stellar Night gala on the 17th of May as well. Insomniac Games will be honored, and Nintendo of America is listed as Presenting Sponsor (I don't know what it means):
http://www.starlight.org/events/