I know that the Wrangler Rubicon and the G-Class (not GL), allow you to lock all three diffs.
Jeeps quadradrive II on GC's, (at least on the one I just sold) had a center locking diff and LSD's (limited-slim differentials) front and rear.
If you want all four wheels to spin "mechanically," you need locking diffs or at least LSD's.
What car companies have been doing for a while now is not use LSD's and instead use electronics to use the brakes and clamp on to the spinning wheel, forcing power to be sent to the other wheel.
Early on, these systems were clunky but now they are excellent (Audi quattro, MB 4-matic, etc). The downside to these systems is that they are not as robust and meant more to get you out of a mild sticky situation or provide great traction on slippery surfaces, but are not meant for serious rock-crawling.
Combine these systems with locking diffs and you get great results. That is probably why the LR4 does so well despite not locking the front wheels.
I cannot imagine a scenario where you need lockers throughout, and if you did, you probably are (or should be!) driving some seriously modified rig with huge tires, not a shiny $60k luxury SUV.