A standard jazz saxophone section is normally 5 pieces: two tenors, two altos, and a baritone sax.
Together these instruments span almost 4 octaves; rising from the baritone’s pedal C to the alto’s A above the treble clef.
How do they do it?
They get bigger. Baritone is double the size of Alto. Tenor is double the size of Soprano. Baritone and Alto are Eb transposing instruments. Tenor and Soprano are Bb transposing instruments.
Modern saxophones are built in Bb or Eb: from the very rare Bb Soprillo, Eb Sopranino (rare), Bb Soprano, Eb Alto, Bb Tenor, Eb Baritone and the (rare) Bb Bass.
Read more about the basic saxophone family of instruments at musicarrangers.com.
Vintage instruments, in addition to the modern ones listed, include such oddities as the F mezzo sax, Conn-o-sax, C Melody (or C tenor) sax, C soprano sax, countra-bass sax, and more. Visit Jay Easton’s site to see some of these.
The Bis Key Chronicles 
Do you have a F Mezzo sax yet? ;o)