Also occasionally known (among foreigners and natives alike) in Korea as...
The Death Floor;
because 4 is an unlucky number in Korean/Asian culture.
In Korean the word "four" is said "sa" and I think it is a tonal variant of a Chinese word for death, or the Chinese character is the same/similar. It's also (in case you didn't know) half of 8, the magic joy luck most auspicious number.
Some buildings don't have fourth floors. Some superstitious people avoid the number.