Can you name the five players who have played for at least four different European Cup or Champions League winning teams but have never won it themselves?

Ronaldo

Ronaldo has played for AC Milan, Barcelona, Real Madrid and Inter who have all won the European Champions Club Cup or Champions League, but he has won the Champions League with Real Madrid.

Off the top of my head:

Dean Saunders (Aston Villa, Liverpool, Nottingham Forest, Benfica)
Laurent Blanc (Inter, Barcelona, Marseille, Manchester United)
Pierre van Hooijdonk (Celtic, Benfica, Feyenoord, Nottingham Forest)
Zlatan Ibrahimovic (Ajax, Juventus, Barcelona, Inter, Milan)