What are the other 3, and what is the special type they collect? I can only just think of the military and FBI, where the FBI does federal law enforcement (crimes by Americans or on American territory that crosses state lines.) What were the 5 you had in mind? (Just based on public sources, not anything classified if you read it, even if you read it off of wikileaks or something.) Curious.
Each agency's specialty isn't always a type of intelligence, but sometimes a domain (for lack of a better word).
NRO- space domain (shares with relevant agencies, i.e. SIGINT collected in space is shared with the NSA)
NGA- GEOINT (significant presence in space as well)
DIA- military domain (involved when the intelligence is militarily relevant)
That's a very broad overview. The intelligence community is larger than the big five, and there are probably very few people who understand the relationship between which agency should do something vs. which agency actually does that thing.
The big ones are HUMINT, GEOINT, MASINT, OSINT, AND SIGINT.
In the US the responsibility typically falls like this:
CIA = HUMINT & OSINT
NSA = SIGINT & MASINT
NRO / NGA = GEOINT (& probably some MASINT)
edit: A lad below me has a better (and more complete) answer.