Dimitar Berbatov was the last player to score 5 goals in a single game. The Bulgarian scored 5 against Blackburn Rovers in the 2010-11 season as Manchester United won the game 7-1.
Andrew Cole, another United striker, was the 1st player to score 5 goals in a game after the start of the Premier League in 1992.
Here is the complete list:
*indicates the player has retired
stats updated till 26th February 2014