I recently received my latest staement from Social Security showing what I have paid in over the years and an estimate of what I would receive at retirement.
I noticed that for the past 4 years there are no enteries. I have been working in one place for this time.
I looked on my W2's for each year and it shows that the social security has been withheld. The amounts seem to have been withheld but not paid in.
What may happen when I notify the SS office about this? I considered that it may just be a snafoo, but for so many years in a row??
Any ideas?

There should be no problem with the Social Security office. Mistakes happen. After all, you do have proof of what has been deducted.

But, I am wondering if there could be something wrong with the tax returns that you have filed

Social Security gets their information from the payroll tax returns that your employer files, not you. It could be that your employer is behind in filing. But yes, clough is right, it could be just a snafu at Social Security. Just call them and they may ask you to submit copies of your w-2s so that they can adjust your earnings accordingly. It is important that your earnings be recorded properly, because it will make a difference later on when it comes to how much you would be receiving each month when you retire or are disabled.

Agree with Mobea.