I have two ecobee 3 thermostats sharing a 24v transformer. I'm about to buy two more. Do they make 24v transformers that have separate pairs of terminals for each thermostat? This is not a question (like the others on here) about how many thermostats a 24v transformer can support. I'm basically asking if either they make a unit specifically for supporting 4 sets of wires OR if there is is a cleaner alternative to twisting the wires together and using a wire nut, prior to connecting to the 24v transformer. This is really a question about keeping my wiring nice and neat.
If you want neat installation, either add a 4x4 steel junction box ($2) and hide the wire nuts in there, or openly mount any of a variety of terminal blocks sold at electronics supply houses such as Digi-Key, Mouser or Galco.
Make sure the terminal blocks are rated for several amps, and not merely telephone or ethernet junction blocks.
Smart Thermostats take very little power (traditional 'stats take none at all, being dumb switches). What takes power is what the thermostat operates: contactors and solenoid valves to engage furnace, blower, A/C etc. That is your limiting factor, those vary, and I assume you know what you're doing. All that to say, a transformer powering more than 2 furnaces would be highly unusual, which is why one with 4 terminals on each output won't be found.
transformers are Labeled by VA. Volt Amps. the higher the VA. the the more Thermostats you can run. a 10VA transformer would be be able to supply about 400mA RMS at 24VAC . this is usually acceptable for ONE T-stat. Not including the equipment its running. Most furnaces have a 20-40 VA transformer. This is usually enough to run the equipment plus One to two digital thermostats. "T-stats". Its always recommended to go 10 VA more per "T-stat" you are installing. overloading a transformer is never a good thing.