Over here, when truly old people refer to the Big Four, they mean the C.C.C and StL,
https://en.wikipedia.org/wiki/Cleveland,_Cincinnati,_Chicago_and_St._Louis_Railway
a forerunner of the western districts of the New York Central System. This folded into Penn Central, folded into ConRail, divided by Norfolk/Southern and CSX, the two major freight railways east of the Mississippi River.
I find railroad history fascinating, full of coincidences and interrelationships. Although most of what I know of British Railways comes from C. Hamilton Ellis' books on the subject.