This is a brief overview of all available Update Rollups for CRM 4.0. New Update Rollups will be added once available.

Microsoft Dynamics CRM Server 4.0
http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=12005

Update Rollup 1   - http://support.microsoft.com/kb/952858
Update Rollup 2   - http://support.microsoft.com/kb/959419
Update Rollup 3   - http://support.microsoft.com/kb/961768
Update Rollup 4   - http://support.microsoft.com/kb/968176
Update Rollup 5   - http://support.microsoft.com/kb/970141
Update Rollup 6   - http://support.microsoft.com/kb/970148
Update Rollup 7   - http://support.microsoft.com/kb/971782
Please also consider the KB about potential issues that could occur after you apply Rollup 7: http://support.microsoft.com/kb/976539
Update Rollup 8   - http://support.microsoft.com/kb/975995
Update Rollup 9   - http://support.microsoft.com/kb/977650
Update Rollup 10 - http://support.microsoft.com/kb/979347
Update Rollup 11 - http://support.microsoft.com/kb/981328
Update Rollup 12 - http://support.microsoft.com/kb/2028381
Update Rollup 13 - http://support.microsoft.com/kb/2267499
Update Rollup 14 - http://support.microsoft.com/kb/2389019
Update Rollup 15 - http://support.microsoft.com/kb/2449283
Update Rollup 16 - http://support.microsoft.com/kb/2477743
Update Rollup 17 - http://support.microsoft.com/kb/2477746
Update Rollup 18 - http://support.microsoft.com/kb/2477777
Update Rollup 19 - http://support.microsoft.com/kb/2550097
Update Rollup 20 - http://support.microsoft.com/kb/2550098
Update Rollup 21 - http://support.microsoft.com/kb/2621054

Build Version
RTM: 4.0.7333.3 (English)

Rollup 1   - 4.0.7333.1113
Rollup 2   - 4.0.7333.1316
Rollup 3   - 4.0.7333.1408
Rollup 4   - 4.0.7333.1551
Rollup 5   - 4.0.7333.1644
Rollup 6   - 4.0.7333.1750
Rollup 7   - 4.0.7333.2138
Rollup 8   - 4.0.7333.2542
Rollup 9   - 4.0.7333.2644
Rollup 10 - 4.0.7333.2741
Rollup 11 - 4.0.7333.2861 -> Download package - 4.0.7333.2862
Rollup 12 - 4.0.7333.2935   
Rollup 13 - 4.0.7333.3018 -> Router re-release    - 4.0.7333.3026
Rollup 14 - 4.0.7333.3135
Rollup 15 - 4.0.7333.3231
Rollup 16 - 4.0.7333.3335
Rollup 17 - 4.0.7333.3414
Rollup 18 - 4.0.7333.3531
Rollup 19 - 4.0.7333.3628
Rollup 20 - 4.0.7333.3732
Rollup 21 - 4.0.7333.3822

Future Updates for CRM 4.0 (after Rollup 21)

• Due to the low volume of fix requests for CRM 4.0, the CRM SE team will stop shipping CRM 4.0 rollups on a regular schedule. 
• CRM SE will service CRM 4.0 requests on an individual basis using our Critical On-Demand process. 
• CRM SE will continue to evaluate the need for Update Rollups for the remainder of CRM 4.0’s supported lifecycle.
  

How to obtain the setup updates for Microsoft Dynamics CRM 4.0
http://support.microsoft.com/kb/948917/en-us

Further information is also included on our Microsoft Dynamics CRM team blog
http://blogs.msdn.com/crm

Greetings from the CRM team