Metallica, Megadeth, Anthrax, Exodus (not Slayer). As much as we might want it, Slayer was never considered one of the original big four (probably should have been a "big five"). I have seen Slayer replacing Exodus on several pages now including this one and Wikipedia. Not so. Slayer was often categorized differently than the mainstream 80's Thrash bands (Death metal, etc, although I don't think this exactly fits either).
The Big Four of Thrash from the 1980's were Metallica, Megadeth, Anthrax, and Exodus