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We analyzed data from Campaigns 0-5 of the K2 mission and report 19 ultra-short-period candidate planets with orbital periods of less than one day (nine of which have not been previously reported). Planet candidates range in size from 0.7 to 16 Earth radii and in orbital period from 4.2 to 23.5 hr. One candidate (EPIC 203533312, Kp = 12.5) is among the shortest-period planet candidates discovered to date (P = 4.2 hr), and, if confirmed as a planet, must have a density of at least rho = 8.9 g cm(-3) to not be tidally disrupted. Five candidates have nominal radius values in the sub-Jovian desert (R-P = 3-11 R-circle plus and P <= 1.5 days) where theoretical models do not favor their long-term stability; the only confirmed planet in this range is thought to be disintegrating (EPIC 201637175). In addition to the planet candidates, we report on four objects that may not be planetary, including one with intermittent transits (EPIC 211152484) and three initially promising candidates that are likely false positives based on characteristics of their light curves and on radial velocity follow-up. A list of 91 suspected eclipsing binaries identified at various stages in our vetting process is also provided. Based on an assessment of our survey’s completeness, we estimate an occurrence rate for ultra-short-period planets among K2 target stars that is about half that estimated from the Kepler sample, raising questions as to whether K2 systems are intrinsically different from Kepler systems, possibly as a result of their different galactic location.