Is the middle of May very late for graduate admissions in the same year? Let me explain my situation a little bit, then I will try to make it more general for others to benefit.

I am graduating in a month and getting my bachelor degree in computer science. I did apply to graduate programs of US universities, and it did not end up as I expected. Right now, I am still looking for chances, graduate programs, to get in. I guess all the programs in US made their decisions already, and this is true for most of EU universities. But, still I want to check if I am missing anything.

More generally, consider an international student who wants to apply for graduate programs of computer science in EU/US. It is mid of May. Does this student still have chances to get in a graduate program with scholarship?
Yes, it's too late, at least in the US.

All the PhD programs I'm familiar with (mostly in North America, but a few European programs too) require admitted applicants to accept or decline admission offers by April 15.  The admission offers themselves are sent out weeks or even months earlier.  For example, my department tries to finalize all PhD admission offers by mid-February.  We get about 750 PhD applications every year, so to keep ourselves (relatively) sane, we don't even consider applications that arrive after the December deadline.

A few PhD programs do consider applicants for admission in the spring semester.  But I wouldn't recommend trying for spring admissions to the same programs that already turned you down.  In my experience, spring admission is more competitive.  Moreover, a few months is unlikely to significantly improve your application, especially since they've already formed an opinion.

I also agree with Joanna's recommendation: Your best bet is to strengthen your record and apply again next year, for admission in Fall 2013.  If possible, get involved in a research project with the goal of publication.  At a minimum, do something independent, creative, and technical to show off your potential for research.  Show your complete application to your letter writers (or other faculty mentors), especially your research statement, and ask for their detailed and brutally honest feedback.  Listen to them.  Finally, confirm with your references (by asking them directly) that they are willing to write you strong letters emphasizing your research potential.