The pilot, his three children, and two adults were heading for a Thanksgiving weekend in Safford, Ariz. Authorities said the twin-engine plane was traveling at 200 mph when it crashed into the Superstition Mountains around 6:30 p.m.
The aircraft exploded in flames, split apart and scattered burning debris.
"No one could have survived that crash," said Pinal County Sheriff Paul Babeu.
The body of one child was found Wednesday night. Search and rescue crews, along with volunteers, began working to recover the remains of the other victims Thursday morning.
The mother, divorced from the father, was notified late Wednesday.
"This is their entire family - it's terrible," Babeu said. "Our hearts go out to the mom and the [families] of all the crash victims. We have had so many people that are working this day, and we just want to support them and embrace them and try to bring closure to this tragedy."
Authorities said the dead included pilot Shawn Perry, 39, and his children Morgan Perry, 9, Logan Perry, 8, and 6-year-old Luke Perry. The other pilot was identified as Russell Hardy, 31, and the mechanic was 22-year-old Joseph Hardwick.
There's no word on what caused the crash but the sheriff said there was no indication the plane was in distress or that the pilot had radioed controllers about any problem.
The Federal Aviation Administration and the National Transportation Safety Board are investigating.
The Associated Press contributed to this story.