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We sleep trained around 4 months after I broke down in tears. I just couldn't handle wakeup anymore. After a 2-3 hour stretch the beginning of the night (after nursing for an hour) she was up every 20 mins to 60 mins. I couldn't put her down till she was dead dead asleep or we would have to start again. DH was getting ready to head back out on the road so it was going to be me solo dealing with the wakeups. Which I mostly did anyway, but knowing he was there was so helpful.
We let her CIO and set a 2 am feeding time and that was it. If she woke up at 130, I wouldn't nurse her. She finally was able to put herself to self sleep at night. Granted she still fussed and cried some but she even started STTN. Then teething hit and the one wake up turned into 3-4 a night. She could still put herself to sleep but she grew that Mom or Dad would put her back asleep. So at 6 months we had to resleep train.

We would do Ferber checks if he woke up before a certain time. I wouldn't feed him until after 1am, so if he woke up before then, we would just do the checks and if he woke up after that, I would nurse him back to sleep. We were never able to drop night feedings completely through sleep training. He still woke up 1-2 times per night to eat until just before he turned 1. But I WOH, so I kind of liked that time, since he would just nurse and then easily go back to sleep. I don't think that at 4 months most BF babies are able to go all night without a feeding.

@KayTea: Sounds like you're doing everything right at bedtime then! I can't imagine its object permanence. Amazing job getting him to put himself to sleep from wide awake at that age, btw. You should give yourself props for that achievement - we didn't get there until around 6 months.

If its not object permanence it sounds like you're options are 1) waking from habit because he likes having some middle of the night mama time, 2) genuine hunger 3) sleep regression craziness. The last feeding at 5pm is pretty early for four months old in terms of making it all the way overnight Could you try an extra evening feed or a dream feed to tank him up over night? And then work on some strategies for cutting down the night wakings? Just some suggestions to play around with.

@KayTea: We broke from the EASY routine at bedtime. He always nursed right before I laid him down for the night. He was capable of sleeping longer stretches at night, so I didn't feel too badly about making him wait. I don't remember how long it took him to start waking up, a week or so maybe? DH would do the Ferber checks before 1am and I would do them for any wake-ups after 1. That helped minimize the "I need a boob now!" It was kind of trial and error to get to the 1am time. I started not wanting to feed him before 3, but it was just too long, he wouldn't settle at all and I'd have to nurse him. So we moved the time back and found out that we could make 1 work. Once he got settled into the routine, he actually pushed that feeding back himself to more like 4.

The person doing checks camped out on the couch with the monitor so the other parent could get a little sleep. It was a rough week. At the end of it, he learned to put himself to sleep at night really well, and reduced his night wakings but never eliminated them all together, but I could handle 2 a night.

I've also heard of people having success with dream feeds, nursing the baby before you go to bed for the night while he's still asleep. That never worked for us, but it's worth a try too. Basically, it's all trial and error when it comes to baby sleep.