Many (but not all) four wheel drive vehicles with a 2 speed transfer case and a NEUTRAL position in the transfer case.
Many (but not all) automatic transmission vehicles can be towed four down with the addition of a lubrication pump ($1000, give or take a hundred or so). Check the Remco website.
There are three viable methods of taking a vehicle with you:
Four down (limited as noted)
On a dolly (Great for front wheel drive vehicles, NOT for 4X4 or all wheel drives, usually not good for rear wheel drives).
On a trailer (GREAT for ANY vehicle up to the weight/size limits of the trailer, but not very convenient).