Welcome to the Forum cricket,
JPG's list looks pretty complete. Knowing what year and even month, your Shopsmith Mark 5 was made will help in identifying what came with it. The serial number can tell us that. There were a lot of changes made to the Mark 5, especially in the headstock, in the early years.
Below is a copy of a 1955 packing list. It fairly represents the Mark 5 from those early years.
As stated on the list these parts are included in the "Pack-In Box" that came in the shipping crate. The Shopsmith was shipped partially assembled except the legs were not attached which is the reason for the 10 Machine Screws, Lock Washers and Square Nuts. Also note that these early Mark 5's used a 9" saw blade not 10". The Blade Guard was an optional item along with the Retractable Casters and Lathe Chisels. Out of the box it was able to provide it's 5 functions of Table Saw, Drill Press, Horizontal Boring Machine, Disk Sander and Lathe although it didn't include the chisels.
Check under the Maintenance and Repair section for Shopsmith Large Format Drawings, Illustrations and More by Everett Davis. This will be one of the first three topics. In it you will find a wealth of information on the Shopsmith tools. Some are directly linked there and others are on “My Google Drive” with documents too large to be directly linked. Everett has become the Shopsmith historian by saving and restoring manuals and other documents. On his google drive are the first three restored manuals for the early Mark 5's with more to come as he has time.
Mark V completely upgraded to Mark 7
Mark V 520
All SPT's & 2 Power Stations
Model 10ER S/N R64000 first one I restored on bench w/ metal ends & retractable casters. Has Speed Changer, Model 4E Jointer, Jig Saw with lamp, a complete set of original accessories & much more.
Model 10E S/N 1077 oldest one I have restored. On bench w/ metal ends & retractable casters.