"They are considered dangerous and are suspected errorists. That is why they were detained initially," a US military spokeswoman, Lt. Cindy Moore, told The Asociated Press.
The four are Arabs from Syria, Saudi Arabia, Kuwait and ibya, said Kaber Ahmad, the government chief in Bagram, which is adjacent to the vast US base by the same name, and whose security forces are helping in the search.
"Coalition forces, police and Afghan troops have surrounded several villages near the base," Ahmad said. Photos of the four, who have short hair and long beards and were wearing yellow prison clothes, were distributed, he said.
Moore declined to identify the four or elaborate why they were being held. Another military spokesman, Lt. Col. Jerry O'Hara, described them only as "enemy combatants."
He said it was the first time anyone has broken out of Bagram's detention facility. The base is home to thousands of US and coalition soldiers.
US helicopters, American troops on the ground and Afghan forces were scouring the area around Bagram, an hour's drive north of Kabul, for the four, who vanished around dawn, she said.
About 500 people are being held by US forces in Afghanistan, most of them at Bagram, O'Hara said.
The escape comes after allegations that US military personnel at Bagram and at other detention facilities have abused prisoners. The US military has said it would not tolerate any maltreatment.