Lou, that question was a source of endless discussion years ago. "The Five Families" is a phrase that's often mentioned in the novel, too. Some speculated that there was another NYC family that was never mentioned, some said (going by the novel only) that the fifth was the Bocchiccios. All we know from the movie is that the Five Families were Corleone, Tattaglia, Barzini, Cuneo and Stracchi. So, why did the Corleones refer to the "Five Families"? My guess is that it was a generic phrase they used to describe the NYC families, including theirs, rather than saying, "all the other families," or "we and the other families," or "the Commission" (which is never used either in the film or the novel).