Do they make 24v transformers that have individual terminals for up to 4 thermostats?
If you want neat installation, either add a 4x4 steel junction box ($2) and hide the wire nuts in there, or openly mount any of a variety of terminal blocks sold at electronics supply houses such as Digi-Key, Mouser or Galco. 

Make sure the terminal blocks are rated for several amps, and not merely telephone or ethernet junction blocks. 

Smart Thermostats take very little power (traditional 'stats take none at all, being dumb switches). What takes power is what the thermostat operates: contactors and solenoid valves to engage furnace, blower, A/C etc.  That is your limiting factor, those vary, and I assume you know what you're doing. All that to say, a transformer powering more than 2 furnaces would be highly unusual, which is why one with 4 terminals on each output won't be found.