I installed 4 recessed low voltage lights ( magnetic transformer ) to single dimmer switch. The first light works perfectly, but the remaining three do not. There is power to all of the lights. The first light feeds two lights, then one of those feeds the fourth light.I connected all the whites to whites, blacks to blacks and grounds to grounds, is there something I am missing? Any ideas of how to trouble shoot this?

Sounds right, Check your connections on the first and second box.
Wit a Meter Check voltage at first boxes.

Thanks Strat- I pulled the light and the whites were loose. All working perfectly now!

Good deal