A_5 is simple, and therefore cannot contain a subgroup of order 30, which would necessarily be normal. In fact, A_5 can't contain a subgroup of order 20 or 15 either, though the reasoning is a little indirect: turns a out a simple finite group G with subgroup H of index m embeds in A_m (to prove this, consider the action of G on the cosets of H).
A_5 does have subgroups of order 12, 10, and 6. 12 and 6 are easy (A_4 and S_3), and 10 isn't too hard either. A little more exploring will show you that every group of order in A_5 is isomorphic to A_4. In fact, every group of order 12 in A_5 is a normalizer for a 2-group, every one of order 10 a normalizer for a 5-group, and every one of order 6 a normalizer for a 3-group.
Finally, there are of course subgroups of order 5, 3, and 2, considering Sylow's theorems.
As for Curt's answer, there is a flaw: products of subgroups aren't necessarily groups themselves.
Steve