Here is one additional proof, which although elegant, is certainly overkill. (The easiest proof in my opinion is the ones given above relating the sum to the real part of the sum of the fifth roots of unity).
We know that $\cos(z)=\frac{e^{iz}+e^{-iz}}{2}$
We have $1+\cos(2\pi/5)+\cos(4\pi/5)+\cos(6\pi/5)+\cos(8\pi/5)+= \sum\limits_{k=0}^4 \cos(k\cdot 2\pi/5)$
$=\sum\limits_{k=0}^4\frac{e^{k2\pi i/5}+e^{-k2\pi i/5}}{2} = \frac{1}{2}\left(\sum\limits_{k=0}^4(e^{2\pi i/5})^k\right)+\frac{1}{2}\left(\sum\limits_{k=0}^4(e^{-2\pi i/5})^k\right)$
Recognizing each as a geometric sum, we simplify as
$=\frac{1}{2}\left(\frac{1-e^{5\cdot 2\pi i/5}}{1-e^{2\pi i/5}}\right)+\frac{1}{2}\left(\frac{1-e^{-5\cdot 2\pi i/5}}{1-e^{-2\pi i/5}}\right)$
Since $e^{2\pi i} =e^{-2\pi i}= 1$ the numerators of both fractions above simplify to be zero and the sum is zero.
More generally, following the same outline of proof, one can prove the more general statement that:
$$1+\cos(\theta)+\cos(2\theta)+\dots+\cos(n\theta) = \frac{1}{2}+\frac{\cos(n\theta)-\cos((n+1)\theta)}{2-2\cos(\theta)}$$
or equivalently as
$$=\frac{\sin(\frac{(n+1)\theta}{2})}{\sin(\frac{\theta}{2})}\cos(\frac{n\theta}{2})$$