Since modern pentathlon was a sport wrought by Pierre de Coubertin, adapted from track and field events, we could play with the format and picture some alternative pentathlons. Modern pentathlon itself has its variations like winter pentathlon and military pentathlon (also some small changes in masters pentathlon) and there are other multiple sports like triathlon, biathlon, winter biathlon, etc.
One possibility would be having wrestling (or judo, karate or any other combat sport) replacing fencing; canoe/kayak or sailing replacing swimming; car rally or horse race replacing equestrian; archery replacing shooting; and cycling or a mini-triathlon replacing running.
And what about an extreme pentathlon, like the Iron Man in triathlon? It could consist of events like climbing, aquatic marathon, kayak/canoe marathon, cycling and marathon or trekking/orienteering, spread over several days. There are actually already similar competitions, called adventure race. I've read somewhere that when modern pentathlon was proposed they thought about alternative configurations, and one of them had kayak.
If we have a team competition, it could be adapted five disciplines of ball sports like football, water polo, volleyball, basketball, tennis, handball, etc...
To finish, a "junkie-friendly" version of the sport, a saloon pentathlon, with darts, snooker, poker, draughts, gammon or any other game.