According to the Game Explorer 4. ... 0-0 is most common. Notice that both 4. ... c5 and 4. ... Qe7 both stop the idea of 5. Ne4 which is the real novelty in this game.
But there's nothing wrong with 4. ... 0-0 and you shouldn't let 5. Ne4 scare you off of it. How about 5. ... Nxe4 6. Bxb4 c5 7. dxc5 (7. Bxc5? Qa5+ wins material for black) Nc6 When black has a little more development than white, the c5 pawn will fall evening out material and black will have a majority of central pawns and I think a better pawn structure. Black just needs to find the right spot for the light squared bishop, which means moving the e-pawn or putting that bishop on b7.
I would like some constructive input on this Nimzo-Indian game I played recently. What is a better response to White's Bd2? Any constructive feedback would be helpful.