Well, instead of giving a huge list of Pokémon that have an immunity, I am instead going to link you to various pages with that information. As immunities trump everything else (such as a type weakness, etc.) every Pokémon listed on these pages will be immune to the type stated. Some may also be immune to other types, however, either because of the other type, or because of their ability.
• Normal (immune to Ghost)
• Ground (immune to Electric)
• Flying (immune to Ground)
• Ghost (immune to Normal and Fighting)
• Dark (immune to Psychic)
• Steel (immune to Poison)
Note: Prior to Gen VI, there were some Pokemon not currently found on the Normal list that were Normal types - these are Clefairy, Clefable, Cleffa, Snubbul, Granbull, Togepi, Togetic, andTogekiss. In Gen VI their Normal type changed to Fairy type, so they were removed from this list. However, as you are only interested in Gen V and before, they will still count as Normal types.
• Dry Skin (immune to Water)
• Flash Fire (immune to Fire)
• Levitate (immune to Ground)
• Lightningrod (immune to Electric)
• Motor Drive (immune to Electric)
• Sap Sipper (immune to Grass)
• Storm Drain (immune to Water)
• Volt Absorb (immune to Electric)
• Water Absorb (immune to Water)
• Wonder Guard (immune to anything not super-effective)
X and Y Only Immunities:
I know you said no X and Y stuff, but I am just adding this for completeness.
• Fairy (immune to Dragon)
This may not have been the list you were expecting, but I certainly can’t be bothered copying out a hundred or more names, just to answer this question. If anyone notices I have missed a type or ability that gives an immunity, then please leave a comment so I can add it.
Also some types and abilities give immunities to certain moves, but not specific types. For example, Grass types are immune to Leech Seed, and Pokemon with Soundproof are immune to Sound-based moves, like Growl. I have decided not to include those, however, as the question does ask specifically for type immunities.
Anyway, I hope this helped.