| 0 | - | cover | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | Invisible Woman; Human Torch; Thing; Mister Fantastic |
| 1 | House Advertisement | promo (ad from the publisher) | 1 | | |
| 2 | The Stuff of Nightmares | illustration | 1 | pencils: Jim Muniz; inks: Scott Hanna; colors: Sotocolor's J. Brown | Human Torch |
| 3 | Credits | credits, title page | 1 | | |
| 4 | Filler | illustration | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | Human Torch; The Thing |
| 5 | Marvel Knights 4 #8 | cover reprint (on interior page) | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | Namor the Sub-Mariner; Mister Fantastic |
| 6 | Frozen Part 1 | comic story | 22 | script: Roberto Aguirre-Sacasa; pencils: Jim Muniz; inks: Mark Morales; colors: Morry Hollowell; letters: Randy Gentile | Uatu the Watcher; Invisible Woman; The Thing; Human Torch; Fire Chief Billings; Christie; Namor the Sub-Mariner; Mister Fantastic |
| 7 | Marvel Knights 4 #9 | cover reprint (on interior page) | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | Invisible Woman; Human Torch; Thing; Mister Fantastic |
| 8 | Frozen Part 2 | comic story | 22 | script: Roberto Aguirre-Sacasa; pencils: Jim Muniz; inks: Cam Smith, Scott Hanna; colors: Brian Reber; letters: Cory Petit | Uatu the Watcher; Namor the Sub-Mariner; Mister Fantastic; Invisible Woman; Human Torch; Mrs. Fornes; Psycho-Man |
| 9 | Marvel Knights 4 #10 | cover reprint (on interior page) | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | The Thing |
| 10 | Marvel Knights 4 #11 | cover reprint (on interior page) | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | Psycho Man; Human Torch; The Thing; Mister Fantastic; Invisible Woman |
| 11 | The Stuff of Nightmares Part 1 | comic story | 22 | script: Roberto Aguirre-Sacasa; pencils: Jim Muniz; inks: Scott Hanna; colors: Brian Reber; letters: Dave Sharpe | Human Torch; Hughes; Invisible Woman; Alice Masters; Franklin Richards; The Thing; Mister Fantastic; Valeria Richards; Emily |
| 12 | The Stuff of Nightmares Part 2 | comic story | 23 | script: Roberto Aguirre-Sacasa; pencils: Jim Muniz; inks: Scott Hanna; colors: Sotocolor's J. Brown; letters: Dave Sharpe | Psycho Man; Mister Fantastic; Invisible Woman; Human Torch; The Thing |
| 13 | Marvel Knights 4 #12 | cover reprint (on interior page) | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | Invisible Woman; Mister Fantastic; Human Torch; The Thing |
| 14 | The Stuff of Nightmares Part 3 | comic story | 22 | script: Roberto Aguirre-Sacasa; pencils: Jim Muniz; inks: Scott Hanna; colors: Brian Reber; letters: Dave Sharpe | Mister Fantastic; Invisible Woman; Human Torch; The Thing; Psycho Man |
| 15 | Afterword | text article | 1 | script: Roberto Aguirre-Sacasa | |
| 16 | Marvel Subscription Form | promo (ad from the publisher) | 1 | | |
| 17 | - | illustration | 1 | pencils: Steve McNiven; inks: Mark Morales; colors: Morry Hollowell | Invisible Woman; Mister Fantastic; Human Torch; The Thing |