The last team to do it was the 1971 Baltimore Orioles with pitchers Dave McNally (21-5), Mike Cuellar (20-9), Jim Palmer (20-9) and Pat Dobson (20-8). The only other major league team to have four 20-game winners was the 1920 Chicago White Sox with pitchers Urban "Red" Faber (23-13), Lefty Williams (22-14), Eddie Cicotte (21-10) and Dickie Kerr (21-9).
Neither team won the World Series, although the '71 Orioles came close, losing to the Pittsburgh Pirates in seven games. The 1920 White Sox did not make it to the World Series at all, finishing two games behind the eventual world champion Cleveland Indians in the American League.
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The 2003 Atlanta Braves: Andruw Jones / Gary Sheffield / Chipper Jones / Javy Lopez are the most recent, but not the only ones.