S-IC (First Stage)
S-II (Second Stage)
S-IVB (Third Stage), including Command Service Module & Lunar Lander Payload
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The Saturn V was actually composed of three main Stages and several adjoining Interstages. Once aloft, each of the Stages was separated from the Apollo spacecraft in turn after its fuel was expended.

With the CAN.Do Apollo 11 Series, you can assemble the Apollo-Saturn V rocket just like the real thing: