Can I unlock an Iphone 4 ATT

How to unlock your iPhone for use with a different carrier - http://support.apple.com/HT201328 - Only some carriers offer the ability to unlock iPhone for use on any carrier. Follow the instructions in this article to unlock your iPhone.

iPhone: Wireless carrier support and features - https://support.apple.com/HT204039 - including a list of which ones offer unlocking.

With ATT a response mostly depends upon if the phone was purchased under a contract and if you have paid it off. We have purchased two phones that way and had no problem with unlocking them after they were paid off.