One switch four lights
Anytime you're designing a complex of lights and a switch, sketch it out using /3 cable (black white red, or the wire functions always-hot, neutral and switched-hot).   


Switches need all 3 wires.   
Lamps need switched-hot and neutral. 
Supply gives always-hot and neutral, obviously.  


In your case, you will find you need /3 cable between all the lamps and the switch.   

Sometimes you will find a segment where you just don't need all 3 of the wires - an example is a lamp past the switch.  In that case you can use /2 cable; possibly one of the wire colors will be wrong (an example is black when you want red) - just mark both ends of that wire with colored electrical  tape. 

Don't get clever with switches and say "the switch only needs always-hot and switched-hot".  No, you also need to bring neutral to the switch; that has been Code for about a decade now.  

If you want to do 3-way switches 2 or more switches in a multiway configuration, you need to run a separate /3 cable between the switches just for that purpose.