Quincunx is not exactly what you asked for, but it can be pretty close when used in a very slightly metaphorical sense:
an arrangement of five objects, as trees, in a square or rectangle, one at each corner and one in the middle.
It all depends on how you would use it exactly. In the slightly metaphorical/loose sense, you could say something like this:
In the middle of the floor, a quincunx of formidable ladies were overseeing arrangements.
It would not be too far an extension to speak of a quincunx of major deities in a certain religion.
A somewhat less poetic term is quintet, which can be basically a group of five elements/people.
Edit: I see Rob's excellent comment above now. I would say pentad is also an excellent choice, which is like triad and has a meaning very similar to trinity.
Pentalogy is a nice word, but it only applies to logoi, i.e. words, theories, literature and the like. Quintology would be an unnecessary hybrid of Latin and Greek.
Tchrist's cinquain is aequally nice. I suppose it would be a metaphor, though, because it is normally restricted to a group of five verses (lines in a poem).
P.S. I really think three is much better. Who would find five heads convenient?