ramapo, elvira and a few others are hardy down to -25F. If you mulch you might make it work.

http://www.monrovia.com/plant-catalog/plants/288/ramapo-rhododendron/

Rhododendron brachycarpum var. tigerstedtii is commonly used by hybridizers for cold hardy genes. Some reports claim it's hardy to zone 3.

Zone 4 is a very challenging environment for rhododendrons. The American Rhodendron Society, Greer Gardens, Whitney Gardens have lists and notes which indicate those varieties hardy to -25. You need to consider what your usual winter lows are and their duration. There is a big difference between a rhododendron that can survive dips to -25 two or three times a winter and one which can cope with such temperatures for long periods. Other condiderations would include how reliable and deep your usual snow cover is, what naturally protected areas you have and how willing you are to provide extra protection for the winter.

As for dwarfs, there are not many. Ramapo and its widely available sister Purple Gem are worth trying. In Z4 many varieties, while not dwarfs, will grow slowly enough to be useful. The hybrids from Finland, all based on brachycarpum ssp. Tigerstedii, would be hardy enough. Elviira, mentioned above, is a dwarf from this series, but it is not at all easy to please and grows painfully slowly.The species aureum and its only hybrid, Serendipity, would be hardy enough but difficult to find. Some of the smaller growing David Leach hybrids such as Small Wonder and Crete are other possibilities as are some varieties of yakushimanum. Part of the pleasure of gardening is trying things that are difficult. Pioneering with rhododendrons in Z4 won't be easy but is potentially very rewarding, so i hope you will give it a try and wish you success.

Rhododendron PJM group 'Checkmate' has stayed at about 2 1/2' - 3' in my garden for years. It should be hardy to -25 F.