First of all, understand that this is very normal behavior. An attached child, who has grown up NOT being routinely left in a church nursery, a daycare center, or childcare at the gym, will naturally not be thrilled about suddenly being left at a preschool. There is nothing that says all four-year-olds should feel comfortable in this setting. I had the same issue with one of my kids both at age 4 and 5. Here is what we did:

His first time at age four my wife (or myself) stayed with him. It was a parent-involved preschool. After a few months, we tried to leave him, but he simply refused. He was scared, and didn't feel comfortable there. We found out later that there were some major problems between that teacher and many of the children. Somehow, our son sensed this. We looked around for another school, and found a small Montessori preschool. He loved it. He felt comfortable and safe. We only had to stay for one hour for two days, then he was off and running. He loved it.

Unfortunately, we had to move a year later. We figured another Montessori Kindergarten would be fine. We were wrong. He was now five, but refused to stay there alone. He cried and cried and cried. We tried it for two weeks.

So the search began again. Here is what we did: we took him to three different kindergartens that we had checked out and felt comfortable with. We let him choose. He chose one, and we would stay for five minutes. He would watch the clock and know we were leaving. We waved bye and left. He cried for 2 minutes (of course, we stayed outside the door and peaked through the window to make sure he was ok), and then was fine. We never had any more problems.

Why did he reject certain schools and love others? Here is what I think: He liked small classrooms. He was comfortable in a small, enclosed class, and rejected large, open classrooms. He liked certain teachers. Something just clicked with some teachers, and not with others.

So here is what I recommend - try a variety of different schools and teachers. Be prepared to stay for a set number of minutes so your child knows when you are leaving. Be patient. Listen to your child. If he or she continues to refuse to stay, then move on. Do not keep trying for more than a couple weeks if it isn't working. Keep trying until you find one that your child feels right about. Let him or her choose a school. Realize that this behavior is normal. Just as your child has built trust in you, he or she must also be able to trust the teacher and school.