might vs may

when we can not use might instead of may?

‘Might’ and ‘may’ can usually be used interchangeably:

I may have one in stock / I might have one in stock
I may be able to help / I might be able to help
You may need to sit down / You might need to sit down

‘May’ is the formal version of ‘might’ (general and informal definition) and generally denotes a request for permission to do something… For example:

‘May I walk with you?’

You should take note that ‘can I walk with you?’ isn’t the same as ‘may I walk with you?’. The first question ASKS if it’s POSSIBILE, the second question asks permission to do so. ‘Might’ is more generally used to express the possibility of something, for example, ‘it might be a clear night tonight’; however, informally, it can also be used the same way we use ‘may’.
Again, generally,

CAN I (Am I able to…) is used to ASK if something is POSSIBLE.
MAY is used to ASK PERMISSION (generally formal) or STATE that something is POSSIBLE (more towards informal).
MIGHT is used to STATE that something is POSSIBLE (generally formal) or STATE that something is POSSIBLE (more towards informal).