In Egyptian mythology, Sai was the goddess of fate. An alternative is Psais.
Sai is a village in Aomori, Japan.
Sathya Sai Baba of Puttaparthi in India considered by many to be a living God.
Shirdi Baba, holy saint of Shirdi in India who lived in the 19th century.
A sai is an Okinawa weapon.