In The Hobbit: An Unexpected Journey, when Bilbo asks how many Wizards there are, Gandalf states that there is himself, Saruman, the two Blue Wizards (whose names he has “quite forgotten”), and Radagast.
1. Saruman the White
2. Gandalf the Grey (later the White)
3. Pallando, also known as Pallando the Blue and Rómestámo (Quenya;, was one of the five Istari or Wizards that were sent to Middle-earth to aid the Free Peoples in their struggle against Sauron. (Source: http://lotr.wikia.com/wiki/Pallando)
4. Alatar (After-Comer”), also called Morinehtar was an Ainu and an immortal Istar wizard.
The two Blue Wizards and Radagast the Brown are never mentioned in the Lord of the Rings films, only referenced by Saruman who mentions “the rods of the five wizards” in the extended edition of the third film. (Source: http://lotr.wikia.com/wiki/Alatar )
5. Radagast the Brown