For D&D just do it… it takes time and practice to figure out refereeing the adventure. If you want a more boardgame aspect then something like Descent is a good middle ground as it is needs a DM and there is character advancement but it is basically a dungeon crawl boardgame.
For 4 I had fun playing the Cthulhu themed Pandemic last weekend. It is 4 player co-op and hard to win according to the owner. We didn’t win thats for sure.
