A voltage divider won't work, because it must draw more current than the load it has to feed. Lot of battery life wasted.
Now, what is exactly the question?
Is it how to switch two different voltages, or is it how do I produce 4V out of a 9V battery?
The former is simple, use a SPDT switch, the second is a little more complex. If the circuit that needs to be fed operates at constant current, a simple resistor in series will work. The formula is voltage drop= R.I.
E.G. you want to drop 5V (from 9 to 4) and the circuit draws 100 mA, resistor R must be 5/0.1=50 ohms.
But most of the loads are not constant-current, for example a pedal with an LED draws more current when ON than Off, so the solution here is a voltage regulator. You must use a low-quiescent regulator, not a GP type like LM317 or LM7803.
Sorry, but lack of details result in undetermined answers.