You will almost certainly have to special order something that thick and it will cost you. Although a common belief among haunters that foamboard is manufactured just for us, the reality is that it is mostly used in home construction. Since walls are made of 2x4s a 4 inch thick foam board would be too thick to be of any use (despite the dimensions a 2 by 4 is really not 4 inches wide). I suspect you would come out far cheaper if you used 2 2" boards and glued them together.
I hate gluing crap. I dont know why but it pisses me off. I've used both insulation 2" and Styrofoam used in shipping. I prefer the shipping type stuff and found a site but min order is $250! You can get it up to 4' thick up to 20' long