We know about MI5 & MI6. What happened to MI1 to MI4, or MI7 etc., for that matter? If MI1 to 4 never existed, why were the two MI's that came into existance given 5 and 6?

MI (Military Intelligence) had agencies numbered up to 19, but not all at the same time. Most were folded into MI5, MI6 or GCHQ after WWII. I've found the following after a few web searches: MI1 (Codebreaking), MI2 (Russia and Scandinavia), MI3 (Eastern Europe), MI4 (Aerial Reconnaisance), MI8 (Military Communication Interception), MI9 (Undercover operations), MI10 (Weapons analysis) MI14 and MI15 (German specialists), MI19 (PoW debriefing), MI17 (Military Intelligence "Head Office"). Conspiracy theorists will have you believe that there is still a clandestine MI7 dealing with matters extraterrestrial.

Have a look at http://www.guardian.co.uk/notesandqueries/query/0,5753,-20949,00.html