josiasbh Gregmolnar is correct about accepts_nested_attributes_for being one approach, but I think you should step back for a second and look at what you are doing. In your situation, I think the proper thing to do would be to use the model generator and not the scaffold generator.

rails generate scaffold city name:string state_id:integer

becomes

rails generate model city name:string state_id:integer

The difference is when you generate a scaffold you get the controller, the model(and database migrations) and the views. In your situation, the views and controller are not necessary. Also keep in mind that there is nothing that restricts you from creating one model from another controller. Having something like this will work.

users_controller.rb

def create
  @user = User.new params[:user]
      @address = Address.new params[:address]
      if @user.save && @address.save
        flash[:notice] = "It is saved"
        redirect_to root_url
      else
        flash[:error] = "It did not save"
        render :new
      end
    end

Now that is just an example, because it is not actually very good code. One save might happen and one could fail and you would hit the else condition. Also, your form would need to send both user and address sets of params, but it is meant to show that nothing restricts you from limiting the address model to only the address controller.

How you design the view and controller action will largely depend on how your relationships between you 5 models are. i.e has_man or has_one. If you have any more questions submit a follow up and I can help some more.