How to build an analog circuit to control 5 LEDs with a single input (0V-5V)?

You need to compare the input with voltages such as 1,2,3,4,and 5. You can derive these using a set of voltage dividers from 5V, that give 4,3,2 and 1V. Feed it to LM139 like comparator. This is a comparator with open collector. Connect LEDs anode to 5V and cathode through 560ohm to comparator output. The unknown input should be connected to negative inputs of comparators, and 1,2,3,4 and 5 to positive input of comparator. When input is >3V, lamps 1,2 and 3 will turn ON. The chip LM3914 from nationals will do a similar job.