A 4x4 is traditionally thought of as a hardcore 4-wheel-drive off-road vehicle, and although a car manufacturer may also build a passenger car with all-wheel drive, these lighter-duty vehicles are never characterized as "4x4s." Four-wheel-drive technology has been available since the earliest automobiles, but it was not widely used until World War II.
The distinguishing characteristic of a 4x4 vehicle is 4-wheel drive that's available in both "high" and "low" gearing, although it will have various other features for off-road use. The term 4x4 refers to a 4-wheel vehicle that delivers power to each wheel independently.
The first 4x4 system was patented in 1893, well before automobiles entered mass production. The first vehicle with an internal combustion engine and 4-wheel drive was the Spyker 60 HP, a racing car built in 1903. This design was followed by a rapid series of improvements in 4-wheel drive technology, resulting in the manufacture of 15,000 trucks with 4-wheel drive during World War I.
Vehicles with 4-wheel drive were produced in large numbers during World War II due to the need for traveling over rough terrain. The United States manufactured about 640,000 jeeps in WWII, and a commercial version of these jeeps was also made in 1945.
A 4x4 is infinitely more effective for traveling over bad surfaces than a 2-wheel drive vehicle. The fact that each wheel receives torque means the vehicle will still be able to move when not all of the wheels have traction. Therefore, 4x4 trucks and sport utility vehicles -- the kind of beasts that are likely to be driven off-road and sometimes asked to do the impossible -- are the kings of the 4-wheel-drive jungle.
Since they're designed for off-road use, 4x4s typically have additional features to accommodate uneven terrain. The car suspension of a 4x4 is usually much higher to prevent large rocks, logs and tree stumps from scraping the undercarriage. These vehicles often have a locking differential to further increase traction on unsteady surfaces.
If you're planning on purchasing a new or used vehicle, consider whether a 4x4 meets your needs. That is, consider how often you're really going to be stump jumping or snowed in at the cabin.