On British spy shows or movies, they always talk about MI-5 (or another number)
Ok.
What does the MI stand for?
and what do the different numbers represent?
Ministry of Intelligence. The only ones that exist nowadays are MI5, which deals with internal intelligence (anti-terrorist operations etc), and MI6, which is overseas espionage. 1-4 have disappeared into history, somebody else might be able to explain more. MI7 is so secret nobody acknowledges its existence 
[url=http://www.mi5.gov.uk/index.html
Can’t find a mention of the name there, but I see it’s already been given. The site mentions MI6 in small detail.
“MI” stands for Military Intelligence.
I’m not British, and I’m no expert, but my understanding is that MI5 is the internal intelligence service dating from WW1 , and the more secretive MI6 is for foreign intelligence, and has its origins in WWII’s Special Operations Executive (SOE).
I’m not sure if it’s urban myth or no, but I’ve heard that for a long time the PRime Minister(s) did not know of MI6’s existence.
It stands for Military intelligence, actually;
http://www.spartacus.schoolnet.co.uk/FWWm5.htm
started in 1907 as MI5 by Major Vernon Kell, the section was split in two, with MI6 taking over foreign intelligence.
What happened to MI1, MI2, MI3, and MI4 -
anybody know?
Okay-
I’ve found out myself (fastest finger first as they say)
MI1 Codebreaking, MI2 Russia and Scandinavia, MI3 Eastern Europe, Germany? MI4 Aerial Reconnaisance MI5 domestic intelligence MI6 foreign intelligence MI7 Propaganda MI8 Military Communication Interception, MI9 Undercover operations, /POW escape MI10 Weapons analysis MI11 Field security police MI12 ??? MI13 Reconnaissance MI14 and MI15 German specialists, Mi16 royal secret service MI17 Military Intelligence “Head Office”. MI18 ??? MI19 PoW debriefing,
I’ve seen different sources in the past that say Military and Ministry. Both seemed trustworthy. I was going to post this but thought GorillaMan had confirmed it.
Apologies, it is ‘Military’ and not ‘Ministry of’.
An interesting page: http://www.nationmaster.com/encyclopedia/List-of-intelligence-agencies
Damn you eburacum45, you found that Guardian page more quickly 
Here’s a page from MI5’s very own website that seems to imply it’s Military rather than Ministry.
Incidentally, I seem to remember hearing that the headquarters’ location was never listed on maps or any official documents, despite being a huge, obvious building on the Thames. I think a comedy TV show once sent a guy asking for directions to MI5 directly in front of the building, just to guage people’s reactions. However, the MI5 website lists the location fairly clearly. Does my memory fail me or has something changed?
There was a situation a year or so back when one of ASIO’s (Australian Intelligence -oy, don’t laugh) top secret offices had its number mistakenly listed in the phone book.
“Hello. Is that ASIO?”
“Uh… How did you get this number?”
“I looked it up in the phone book.”
“WOT???”
The MI’s are old classifications. The more modern calssifications are, the Secret Service, Special Inteligence Service, and Government Communication Head Quaters. These would be acronymed as SS,SIS, and GCHQ due to SS being more commonly associated with the German Nazi group SS is often still referred to as MI5.