X0202 4 2005-05-03 0000063416 MAY DEPARTMENT STORES CO MAY 0001184635 DUNHAM JOHN L THE MAY DEPARTMENT STORES COMPANY 611 OLIVE STREET ST. LOUIS MO 63101 1 1 0 0 Chairman, President and CEO Common Stock 2005-05-03 4 M 0 11603 22.0594 A 136548 D Common Stock 2005-05-03 4 F 0 8606 35.725 D 127942 D Employee Stock Option (right to buy) 22.0594 2005-05-03 4 M 0 1 0 D 1999-05-10 2005-05-10 Common 11603 0 D Richard A. Brickson, as attorney-in-fact 2005-05-04