The climbers – two men and two women – were part of a party of six out climbing on Bidean Nam Bian when disaster struck early in the afternoon yesterday.
The tragedy is the largest loss of life in an avalanche in Glencoe. Three climbers died in an avalanche in Glencoe in 2009.
Yesterday's deaths came as the climbing party was descending near Church Door Buttress and had just left the ridge when the whole slope collapsed.
One man managed to jump clear, but the other five were swept down the 3773ft mountain.
The climber who escaped followed them down and found a woman on the surface with a bad head injury. He then carried on down the slope until he got a mobile-phone signal and raised the alarm at about 1.30pm.
A large-scale rescue operation was then launched, with mountain rescue teams from Glencoe and Lochaber quickly deployed along with police search and rescue dogs and a rescue helicopter from Prestwick.
The woman with head injuries was taken to Belford Hospital in Fort William where she remains in a "very serious condition".
Northern Constabulary confirmed the discovery of the remaining climbers at around 6pm.
Climber Iain Wilson, 30, of Shawlands, Glasgow, was on the hill at the time of the incident and witnessed some of the rescue operation.
He said: "I was on the summit of Stob Coire Nan Lochan and I could hear the helicopter flying around but I couldn't see it at first. The visibility was terrible.
"I caught sight of it for short periods now and again and saw it landing and dropping off members of the mountain rescue teams.
"Then I saw them carrying somebody down in a stretcher. It must have been horrendous for the helicopter crew flying – it couldn't have been easy for them given the poor visibility.
"When I left and went back to the car park it was full of mountain rescue teams."
Warnings issued by the Scottish Avalanche Information Service said the avalanche risk in Glencoe yesterday was "considerable".
The conditions warning issued by the service said that, while there did not appear to be much snow on the hills, there could still be areas of windslab – an unstable and dangerous crust of snow created by the wind.
Wilson added: "I had concerns. The avalanche forecast said there was a considerable risk ... but sometimes you just have to go and see for yourself what the conditions are. It's a very easy to make a mistake, unfortunately.
"It's never good to hear about something like this, but – to be honest – there's an acceptance among climbers that this can happen.
"We go into the hills to escape the niceties and the safety of everyday life, to seek out adventure, and sometimes that adventure can become very dangerous."
Glencoe guide Steven Fallon – who was also on the hills yesterday – added: "We'd been out with a group immediately south of Bidean and one of our guides is a member of Lochaber Mountain Rescue so he got the call coming through to say what had happened.
"It's always bad news to hear about something like this happening, especially when it was particularly close to where we were."
Mark Diggins, head of the Scottish Avalanche Information Service, said the incident was a "tragedy" but warned that avalanches are not unusual in Scotland.
He said: "It could have looked like a beautiful day at Glencoe. These guys could have been out enjoying themselves and it doesn't look like there are any problems then this happens.
"This is not unusual in Scotland, it's something we have to deal with. We deal with the weather and we deal with avalanches. It's not an unusual situation.
"People want to go into the hills and what we do is try and give people information so that they can go to certain places or avoid certain areas which might be hazardous."
A spokesman for Northern Constabulary said the force was making efforts to trace the climbers' families. David Gibson, the chief officer and company secretary of the Mountaineering Council of Scotland (MCoS), added: "The advice we would give to people is to check the weather and avalanche forecasts before setting off, and to assess the risks.
"The thoughts of the MCoS are with all of those involved and the rescue services up there doing the job they do."
We go into the hills to escape the niceties and seek out adventure, and sometimes that adventure can become very dangerous