The defendants appeared at Wolverhampton Magistrates Court today where they were remanded into custody.
They are all accused of killing Mr Cox who died outside the Clifton pub in Sedgley just before midnight on Saturday.
The defendants in the murder case are: Wayne Burke, 22, of Queens Street, Pensnett; Shane Jones, 25, of Orchard Grove, Lower Gornal; Shaquel Halliday, 22, of Shadwell Drive, Lower Gornal; and Adam Ashwin, 19, of Monument Lane, Sedgley.
It was their first court appearances in the case and no pleas were entered.
All four have also been charged with violent disorder and actual bodily harm
A fifth man, Tyrone Halliday, 24, of Inglefield Road, in Stetchford, Birmingham, also appeared at magistrates today charged with violent disorder and actual bodily harm.
No pleas were entered in his case and he was granted bail to appear before Wolverhampton Crown Court on Monday.
West Midlands Police say they are still appealing for more information into Mr Cox's death - which has brought shock and anger to the community.
A force spokesman said: "Enquiries continue in relation to the murder and anyone with information is asked to call police."
Mr Cox's family paid tribute to him saying he was "a great son, partner and dad; a gentle giant who was loved by everybody".
Police have thanked the Sedgley community for their help in assisting the murder probe.
Detective inspector Laura Harrison, from the police's homicide unit, said: "We really appreciate the positive response we have had from the community that has assisted with our investigation."
More than £10,000 has now been raised for Mr Cox's family through an online fundraising website. To donate, visit gofundme.com.
Anyone with information is asked to contact police quoting crime reference number 20BW/143529D/20.
Visit west-midlands.police.uk, call police on 101 or Crimestoppers anonymously on 0800555111.