Hi everyone!
First, this game is awesome!!!

I'd like to know if it is possible to have more than 4 players as investigators, for example 5 or 6. How could it be done?

Thank you very much in advance.

Hello. Well in the rules it explicit says 1 to 4 investigators. And this balance is keept by the gain of threat.

From my short experience in this game , there are some scenarious that work better with 1 or 2 investigators wile others work better with 3 or 4. I dont belive the game was tested with 5 or more investigators, but one can assume that its possible, just get threat tokens acording with the number of investigators. My guess is that like i said, its going to depend on the setting you play and the team of players you have. 

There is no harm in trying, explain yourplayers first that its a test and give it a go, and then come here and tell us how was it 

 playing with 5 investigators works out well but lower the soft atmosphere. If you decide to play with 5 or more, I'd recommend scenarios with monsters (ie Inner Sanctum type) instead of mystery driven scenarios.

Agreed. I have ran a couple games with five, and one or two games with even six investigators. Very do-able and doesn't affect the gameplay much. Investigator players should acknowledge though that exploration and found items will be limited so people may want to bare that in mind as well the extra threat per extra player.