[Philip Lelyveld Comment: this is a good, brief overview article.]

[Yahoo UK]

A 4D film combines physical, tactile experiences with 3D presentation. Water cannons, leg ticklers and back pokers are just a few of the devices to have soaked, tickled and prodded audiences in the name of entertainment.

The term ‘4D film’ is relatively new but adding physical effects to films is almost as old as the first ‘talkie’. 
In 1929, a New York cinema sprayed perfume into the auditorium during the musical ‘The Broadway Melody’. Audiences watching the 1959 horror film ‘The Tingler’ were zapped by simulated electric shocks during key moments of the film. …

Korean chain CJ 4DPlex is adding physical effects to regular films. Wind, fog, strobe lights and smells have already enhanced films like ‘Avatar’ and ‘Kung Fu Panda 2’ leading to some complaints of nausea induced by the water and scent effects.

So what is 5D? The ‘London Eye 4D Experience’ producers Centre Screen define a 5D film as one that the audience can interact with.

‘Vengeance’, at the London Dungeon, is described as the ‘UK’s first 5D laser ride which combines 3D film with 4D special effects and the fifth dimension of rider interactivity in a rapid fire laser shoot out’. …

See the full story here: http://uk.movies.yahoo.com/what-is-4d-and-5d-cinema-.html