or faster:
Sub Blah2()
Set Source = Range("A1:A15")
SceVals = Source.Value
Set Destn = Range("C1")
myCount = Application.WorksheetFunction.Combin(UBound(SceVals), 4)
ReDim Results(1 To myCount, 1 To 1)
k = 1
For g = 1 To UBound(SceVals) - 3
  For h = g + 1 To UBound(SceVals) - 2
    For i = h + 1 To UBound(SceVals) - 1
      For j = i + 1 To UBound(SceVals)
        Results(k, 1) = Join(Array(SceVals(g, 1), SceVals(h, 1), SceVals(i, 1), SceVals(j, 1)), ",")
        k = k + 1
      Next
    Next
  Next
Next
Destn.Resize(myCount).Value = Results
End Sub