Where does the cry "Mayday!" originate?

From the French for “Help Me” – m’Aidez

(Which is pronounced approximately thus: “mayday.”)

I always thought it originated at sea. I guess the main thing is that it originated as a radio call in case of distress. There’s more information here.

Thanks @dpworkin. Do you know when the term became anglicized to its current use? Does it pre-date air travel?

Yes, as @Jeruba said, it originated at sea as a radio call, succeeding the Morse Code SOS.

Actually, the cited article does says it originated with air travel:

The Mayday callsign was originated in 1923 by Frederick Stanley Mockford (1897–1962). A senior radio officer at Croydon Airport in London, Mockford was asked to think of a word that would indicate distress and would easily be understood by all pilots and ground staff in an emergency. Since much of the traffic at the time was between Croydon and Le Bourget Airport in Paris, he proposed the word “Mayday” from the French m’aider. “Venez m’aider” means “come help me.”]

Sorry @Jeruba Somehow I missed the rest of your post! I’m blaming it on the wine I’ve had tonight.

Thank you both. It looks like my hubby is right! score one for him :-P He’s pretty good at the nautical and air terms.