Originally Posted by Dan Burkhart

As always, more info would be helpful.It's hard enough to diagnose over the internet without knowing important details such as the brand, model and age of the hub. Just as an example, if you have a recent Shimano Nexus or Alfine 8 speed, some skipping in fourth gear is quite common. It's caused by one of the sun gears skipping over the shift pawl. This is one of the conditions that oil lubrication can help to alleviate.
Other makes and models of hubs have different internal actuating mechanisms, but adequate and proper lubrication, along with precise shift cable adjustment and free running, non binding cables will most often correct these issues.