I use the CIO method with both of my kids, but I agree, four months seems too young for that. Is it possible he is going through a growth spurt and needs to nurse? I remember more than one sleepless night in tears while nursing...I just needed the sleep so bad. Is he teething?? My kids were both early teethers. New teeth ALWAYS disrupted their sleep more...my son got his first teeth at 4 months and my daughter had hers at her 3 month check up. Ear ache, cold, hot, reflux??? I am sure there will be people who disagree with me, but at 4 months old, there is probably a reason for the crying...he is trying to tell you he needs something.
I read the Ferber book - just the part about babies. Basically you put the baby down and let them cry. After five minutes, you go in where he can see you - you don't talk or hold him. After he sees you and knows you haven't disappeared you leave again for 10 minutes. Then come back. Then you leave for 15 and so on. In our house we learned pretty quickly that if our kids cried for more than 30 minutes, they were not going to go to sleep - we had to figure out what they needed.
The other thing to consider is that although it is possible for him to sleep through the night, he may just not do it. My son did not sleep through the night consistently until he was over one year old (and we started the CIO method at nine months, eight months with our daughter). Now he would surprise us occasionally and have a great night here and there and tease us sometimes with two or three nights of sleep in a row, but it wasn't consistent until after his first birthday. My daughter started being consistent at around ten months of age. I know it's probably NOT want you want to hear right now. No sleep is so hard on everyone. Hang in there mama!