The original English pronunciation of this name was as this site says, but there have been many Americans who used the two-syllable "sa-LOAM" pronunciation during the 19th century, just as it used to be more common in the USA for
Zoe to be rhymed with "toe" than with "
Joey". SAL-oh-may was originally the French or
German pronunciation (and the spelling is Salomé in French). Believe it or not, Wilde originally wrote this play in French, not English, and most of his sources were French or
German, so it's no surprise that he preferred SA-lo-may as the pronunciation.