From what little I know about the 4-gauge, it appears that our major ammunition companies in North America never provided loaded shells, just NPEs. In 1887, UMC offered both brass and paper cases.

- 1887 UMC catalog, brass cases
- 4-gauge 1887 brass.png (320.66 KiB) Viewed 7429 times

- 1887 UMC catalog, paper cases
- 4-gauge 1887 paper.png (304.77 KiB) Viewed 7429 times
By 1901, they only offered paper cases --

- 1901 UMC catalog paper cases
- 4-gauge, 1901.png (154.49 KiB) Viewed 7429 times
Probably the bulk of the U.S. 4-gauge guns were custom single barrels made by the likes of Sneider or McComas in Baltimore for use by the "sports" at some of the exclusive clubs on the Chesapeake. See C. John Sullivan Jr,'s book on the Carroll's Island Ducking Club. At the NRA convention in Reno, about three decades ago the Southern California Arms Collector's Assn. displayed a 4-gauge hammerless double (ca 1875-6) by Charles Edward Sneider of 214 W. Pratt St., Baltimore, Maryland, with 38-inch barrels and was said to weigh 28 1/2 pounds!!
I'm a little surprised to see WINCHESTER on the head of your case. Winchester's policy from 1901 to 1919 was that their factory loaded shotgun shells had WINCHESTER on the headstamp and their NPEs had 1901. Here from the 1916 Winchester catalog --

- 1916 Winchester catalog
From a casual review of several old ammunition catalogs, it appears only Winchester and UMC serviced the market for these big shells. I didn't find any offerings of 4- or 8-gauge cases from Peters Cartridge Co. or Western Cartridge Co.