An interior ministry official said insurgents set up a checkpoint on the highway in Baghdad's notorious Al-Dura neighbourhood and stopped a minibus full of college students.
"They pulled four students out of the bus and shot them dead," the official said.
The latest attacks come after officials said they recovered 14 bodies in eastern Baghdad on Wednesday, bound and blindfolded with bullet holes and showing signs of torture.
The male corpses appeared between the ages of 20 and 30.
Twenty other bodies were recovered from various areas of the capital late on Tuesday, all of them shot in the head and showing signs of torture.
Sectarian violence has boiled over since the February bombing of a revered Shi'ite mosque in Samarra, with more than 150 bodies found in and around Baghdad in the same condition.