Their bloodied bodies were found sprawled on the ground at a building site in the town of Ramadi - a focus for resistance - on Monday.
Residents said the Americans were killed in an ambush with Iraqi resistance fighters.
"A US patrol and insurgents traded fire in al-Malab neighbourhood in central Ramadi, leaving four soldiers killed," witness Mustafa Hamid told AFP by phone.
They were not wearing the helmets or body armour routinely worn by occupation troops on alert.
The US military has no immediate comment on the deaths,
which bring to 619 the number of US soldiers killed in action
since Washington launched its war on Iraq last year.
Ramadi lies some 100km west of Baghdad and has been the scene of frequent anti-occupation attacks.
In Falluja, another centre of resistance, hundreds of residents took to the streets on Monday to protest against a deadly US airstrike on a family home that left 22 civilians dead.
In a show of unity both Shia and Sunnis joined the protest, carrying banners condemning the air strike and denying the presence of Abu Musab al-Zarqawi in Falluja.
Falluja's residents have buried
civilians killed in a US attack
US occupation authorities claimed that Zarqawi, described by Washington as the head of al-Qaida in Iraq, was hiding in the building targeted on Saturday.
But on Sunday, a senior officer of the US-backed Falluja Brigade denied the US allegations, saying Zarqawi and his followers are not in the city.
Residents said many of those killed in the attack were women and children.
Speaking at the rally, local Sunni cleric Abd al-Hamid al-Jumaili urged Shia leader Muqtada al-Sadr to continue with his uprising against the occupation.
"The myth of Zarqawi is similar to that of weapons of mass destruction," he said.
"It is a pretext to strike peaceful towns, to hit mosques and patients and orphans. We should recognise the plot hatched against Falluja, Karbala and Najaf."