It probably can't be done in terms of elementary functions. Mathematica has an answer of 2 different forms:
Take E(v,z) here to be this function http://functions.wolfram.com/GammaBetaErf/ExpIntegralE/ we have:\int \cos x^5 dx = - \frac{1}{10} \left( E\left( \frac{4}{5} , -i x^5 \right) + E\left( \frac{4}{5} , i x^5 \right) \right)
The Taylor series for cos converges for all real x, so you should have just let x^5 = u in the taylor expansion of cos u, integrated term by term and you are left with an even nicer result than what mathematicia gives out.