LAC MEGANTIC, Quebec—Canadian authorities on Sunday confirmed five deaths and said about 40 people remained missing after a runaway train carrying crude oil derailed and caught fire early Saturday, causing an explosion that destroyed dozens of buildings in this small town.

A police spokesman on Sunday said several investigations were under way. Because deaths were involved, Quebec police will conduct a criminal investigation into the incident, and the spokesman told the media at a noon briefing that they "cannot rule...