2 Saved 2 bytes thanks to Mr. Xcoder
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Pyth, 108 bytes

-2 bytes thanks to Mr. Xcoder

jmjb*4drG1VGj*4rN1

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Explanation

 VG      rG1    # ConvertFor N in G (the alphabet) to upper case...
 m    d   rN1    # For each character d in the...convert upperN caseto alphabetuppercase...
    *4        # ...generate the string dddd andNNNN...
  jb j         # ...join on newlines
j             # Join allImplicit thatprint onfor newlineseach againiteration

Pyth, 10 bytes

jmjb*4drG1

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Explanation

       rG1    # Convert G (the alphabet) to upper case
 m    d       # For each character d in the upper case alphabet...
    *4        # ...generate the string dddd and...
  jb          # ...join on newlines
j             # Join all that on newlines again

Pyth, 8 bytes

-2 bytes thanks to Mr. Xcoder

VGj*4rN1

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Explanation

VG          # For N in G (the alphabet)...
     rN1    # ...convert N to uppercase...
   *4       # ...generate the string NNNN...
  j         # ...join on newlines
            # Implicit print for each iteration
1
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Pyth, 10 bytes

jmjb*4drG1

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Explanation

       rG1    # Convert G (the alphabet) to upper case
 m    d       # For each character d in the upper case alphabet...
    *4        # ...generate the string dddd and...
  jb          # ...join on newlines
j             # Join all that on newlines again