Cash 'n' Guns is a hell of a lot of fun with 6 players, especially if you've had a bit of a tipple.
For 4 players, you won't get much better a board game than the Warhammer themed "Chaos in the Old World".
Alternatively, there's "A Touch of Evil", "Zombies!!!" and "Last Night on Earth" that are all great for 4 people.
"Arkham Horror" is a classic, but you're talking at LEAST 2 to 3 hours to finish a play, and you don't win too often. Great, GREAT boardgame but not worth it if you're playing with people who lack patience or investment in the game.
Oh, also, not a board game per se, but the card game "Munchkin" and its various spin-offs are riotous fun.