Using one's imagination only, it's when an individual beats his meat furiously and nuts 4 times in a row with no breaks in between.
"So, my Wifi was down for the whole day, and I nutted 4 times in a row." - Damien
"Wait, you had no Wifi? How did you do it?" - Gill
"With my imagination." -Damien
"Wow, you pulled a Connect 4." - Gill
As a joke with your mates, stalking a hot girl by slowly driving behind her as she walks, until a hotter girl is found, and the same is done.
"Ah yeah dude, I was playing connect the hots earlier, found this really hot chick, but then she turned the corner of a road and started running like a melt, fucking hilarious man"
"Ah man we should totally play that later, definitely should do it drunk as well, creep the fuck out of some fit ass birds"
-Also a reference to the recent scandal by Roosterteeth/AchievementHunter members in which connect the hots was played and discussed in a video (which was then taking down) but was then followed by much outrage.
A sexual position in which one male is laying down face up (in an overly large bed) while he sexually pleasures four separate women. One female is riding reverse cowgirl, one is sitting on the males face, and the remaining two females are being pleasured by the left and right hand of the male respectively.
Whist in the midst of sexual coitus, the male moves his head to either the right or left to free his head from the vagina which he is currently performing cunnilingus on and exclaims "Connect Four!"
Nearing the point of quintuple climax, Chris removes his head from between his loversthighs and exclaims: