My daughter did the same thing around this age, she would wake up multiple times during the night (She slept in a cradle next to my side of the bed due to she had a apnea/cardiac moniter she had to wear at night and I could not have her in bed with us due to all the wires until the moniter was discontinued at 6 months of age). You did not say if you were nursing or formula feeding. If nursing, breastmilk digest within 2-3 hours, so chances are, she might be hungry. What worked for our family is co-sleeping (after the moniter came off). She still will wake up in the middle of the night, see me there in bed asleep, cuddle and go right back to sleep (she's now 14 months old). Before, when she still wanted to nurse at night, I would just roll over and let her have it, she would fall asleep when she was done nursing (and I would usually fall back asleep while she was nursing). I didn't have to get up, go into another room, turn lights on, etc., etc.....
I do not believe in crying it out, baby was with you continusly for 9 months in the womb, at only 4 months old, they still have that bond to mom and get scared when mom is away. Crying it Out just lets them know that mom is not going to be there when they are upset, when they are scared, possiably when they are hungry, etc.....I rather my daughter trust that I will always be there for her, no matter how tired I am. Just my 2 cents on that issue.