What are the names of 4 holy books?

The Quran, Zaboor, Torah and The Bible are the four holy books.

Judaism: The Torah

Hinduism: The Bhagavad Gita

Islam: The Qur'an

Baha'i Faith: The Kitab-i-Iqan

Christianity: The New Testament

Someone's amended answer at the top references the Zaboor. The Zaboor are the Psalms of Dawood (David), which are included in the Jewish Tanakh and thus NOT a separate holy book.