Going through something similar with my 4 year old now. He doesn't like sleeping by himself and is now telling me he's scared on the posters on his wall and doesn't like his room. Nevermind that these posters have been on the wall the past couple of years...last night I had to take one down before he would go to bed, but still many tears before I could leave him on his own.
I think being 4 is tough...not a baby but not a big kid yet and there are a lot of transitions in their lives. Some of their friends will still be in preschool and others going into Kindergarten and that type of thing. With the other changes going on in your life it's probably partially just an adjustment issue as I'm sure she knows you are getting married.
I know some people will disagree but we let our son have a movie on to fall asleep and our door is always open. I often wake up with the little guy laying next to me in the morning and the movie doesn't keep him awake, it's more of a comfort thing. Just try to be there for your daughter, lay down with her, sing to her, whatever makes her feel more comfortable going to sleep in her room. I always ask him why he doesn't want to sleep alone and that's how we got to the poster thing. You never know what's going through their minds!
Good luck!