What sauces exist that at 5M+? If you're talking about pure capsaicin extract that you have added to your own food (essentially making your food into a sauce), then you aren't eating anything that is 5M SHUs, since that is not how the scale works.
Some of the Blairs brand of hot sauces claim up to 16 million on the scoville scale. I have tried the 4am sauce which claims 4M on the scoville scale, and it was not a laughing matter immediately, more crying, then laughing days later. (I love this stuff though, and would do it again!)
Having said that the stuff in the millions is pretty darn hard to find, they don't stock it or even sell it regularly.