We report the discovery of four relatively massive (2-7 M J) transiting extrasolar planets. HAT-P-20b orbits the moderately bright V = 11.339 K3 dwarf star GSC 1910-00239 on a circular orbit, with a period P = 2.875317 ? 0.000004 days, transit epoch Tc = 2455080.92661 ? 0.00021 (BJDUTC), and transit duration 0.0770 ? 0.0008 days. The host star has a mass of 0.76 ? 0.03 M , radius of 0.69 ? 0.02 R , effective temperature 4595 ? 80 K, and metallicity Fe/H = +0.35 ? 0.08. The planetary companion has a mass of 7.246 ? 0.187 M J and a radius of 0.867 ? 0.033 R J yielding a mean density of 13.78 ? 1.50 g cm--3. HAT-P-21b orbits the V = 11.685 G3 dwarf star GSC 3013-01229 on an eccentric (e = 0.228 ? 0.016) orbit, with a period P = 4.124481 ? 0.000007 days, transit epoch Tc = 2454996.41312 ? 0.00069, and transit duration 0.1530 ? 0.0027 days. The host star has a mass of 0.95 ? 0.04 M , radius of 1.10 ? 0.08 R , effective temperature 5588 ? 80 K, and metallicity Fe/H = +0.01 ? 0.08. The planetary companion has a mass of 4.063 ? 0.161 M J and a radius of 1.024 ? 0.092 R J yielding a mean density of 4.68+1.59 -- 0.99 g cm--3. HAT-P-21b is a borderline object between the pM and pL class planets, and the transits occur near apastron. HAT-P-22b orbits the bright V = 9.732 G5 dwarf star HD 233731 on a circular orbit, with a period P = 3.212220 ? 0.000009 days, transit epoch Tc = 2454930.22001 ? 0.00025, and transit duration 0.1196 ? 0.0014 days. The host star has a mass of 0.92 ? 0.03 M , radius of 1.04 ? 0.04 R , effective temperature 5302 ? 80 K, and metallicity Fe/H = +0.24 ? 0.08. The planet has a mass of 2.147 ? 0.061 M J and a compact radius of 1.080 ? 0.058 R J yielding a mean density of 2.11+0.40 -- 0.29 g cm--3. The host star also harbors an M-dwarf companion at a wide separation. Finally, HAT-P-23b orbits the V = 12.432 G0 dwarf star GSC 1632-01396 on a close to circular orbit, with a period P = 1.212884 ? 0.000002 days, transit epoch Tc = 2454852.26464 ? 0.00018, and transit duration 0.0908 ? 0.0007 days. The host star has a mass of 1.13 ? 0.04 M , radius of 1.20 ? 0.07 R , effective temperature 5905 ? 80 K, and metallicity Fe/H = +0.15 ? 0.04. The planetary companion has a mass of 2.090 ? 0.111 M J and a radius of 1.368 ? 0.090 R J yielding a mean density of 1.01 ? 0.18 g cm--3. HAT-P-23b is an inflated and massive hot Jupiter on a very short period orbit, and has one of the shortest characteristic infall times (7.5+2.9 -- 1.8 Myr) before it gets engulfed by the star.