Lucifer said that there are 5 things in all of creation that the Colt cant kill. And hes one of them. Does anybody know which are the other 4?

at this point, it's all speculation. different people have different guesses but it hasn't been revealed on the show yet. some people say the link, some the link, some even count God as one. however, i don't think God counts because he is not part of "creation." I highly doubt the colt could kill God, but he is not part of the 5 to which Lucifer refers.

i think they are arcangels,either.cause lucifer says that he is the little brother of them:S

I say Its the four Arcangels, Michael, Lucifer, Raphael, Gabriel and the Horseman Death because how can it kill Death.

this is just a pure guess, but i think they might be the horsemen. aren't there four of them, right ? :)

yes its the horsemen hence why they keep taking there rings instead of shooting them

i think that the colt was made to kill evil, so it can't kill: angels (lucifer is one of them), phantoms, reapers, god, and humans, (i men like demons, that with a bullet in the shoulder they die, and humans don't...of course a shot in the head will kill any one) if you see they haven't try to kill them but once they kill a demon in a humans body without killing the human, and of course lucifer tht¿at is a fallen angel but an angel

The five things in creation that the Colt cannot kill are angels and the four horseman. It couldn't kill Lucifer because he is an angel, although some people seem to fort that. Also God was the one who "created" so he isn't included in what the Colt can or cannot kill. Samuel Colt designed the gun to kill demons.. and demons only. He never came across angels or the Horsemen, so he had no knowledge of how to go about killing them if they were freed.

My guess:
-Lucifer
-God
-the Mother of all
-Michael
-and Death

Angels?
Leviathan?
Death?
Reapers?
(and of course Luci)
Unfortunately no one besides the writers know for sure... yet! Can't wait til next season! That last ep was a killer Cliffhanger!

Lucifer
angles
god
reaper
and i don't know the last one sorry

1. God 2. arch angels 3. death 4. eve and the alphas 5. leviathons

GOD
DEATH
LUCIFER
MICKAEL
EVE

In terms of the show it is open to speculation and I would say that speculation depends upon your interpenetration of "things" and "creation". That being said, I would submit the following for consideration:

Individuals
1. God
2. Devil
3. Death
4. Eve
5. Atropos (i.e. Fate)
6. 6. Leviathan/Behemoth/Ziz (as individuals)

Groups
1. Archangels (Includes God as the senior angel)
2. Alphas (Includes Eve as the senior alpha)
3. Horsemen
4. Fates (Atropos, Clotho, Lachesis)
5. Fairies
6. Leviathan/Behemoth/Ziz (as a group)

All of these have been a part of the story either directly or indirectly and seem to fit the bill as best as possible given the missing information and constrains of the original question. I think it should be noted that the statement itself was said by the devil and the devil lies so there is room to allow additional "things" into the definition.

These are my guesses:
1. Archangels/Angels (I can't remember seeing the Colt used on a regular angel either) also including God.
2. Death and the Reapers.
3. Eve and possibly the Alpha monsters.
4. Leviathans
5. Maybe the Fates?

I've seen other answers suggesting phantoms/ghosts, but I'm not sure of that idea. Shooting the ghost itself wouldn't work. But what'd happen if you shot at the remains, or whatever is holding the ghost?

Lucifer did say that there are only five things 'in all creation' that the colt can't kill, which means that the list doesn't include the ones that predates everything before creation like God, The Darkness and The Horsemen (Death said he's maybe older than God and since the horsemen are brothers, it means they are not part of the creation. So here's my guess:
1. The Archangles: it is obvious that if the colt can't kill Lucifer, it means it can't also kill Michael, and since the other archangels are also powerful (just not as skill and smart), they also can't be killed by the colt.
2. The Leviathans: They are confirmed to be immuned to anything other than the bone of a righteous mortal washed in the three blood of fallen.
3. Eve: Since it is mentioned that phoenix ash is her only known weakness. Not to mention, she is related in some way to leviathans.
4. Bearer of the Mark: The bearer is incapable of dying because the mark is the seal for the darkness, something that predates everything. That alone gives them enough power to be immune to the colt.
5. Fairies: This one I'm not really sure and I can't think of any other creation, but they have mentioned that fairies can make deals using their magic that surpass those of the angels. They said that they are not daunted by Lucifer and it is within their power to get and restore Sam's soul from Lucifer's cage.
Naturally, this is debatable. But these are the best candidates for the lists, or so I think.