I feel for you! That must be frusterating. I know that there have been times in raising my 3+ kids, I have truly thought they were lsoing their minds right along with me! LOL! I know that sometimes kids just need to assert their will. They push the boundaries to see what happens. Your daughter being 4, may be a little past that age, but it could still happen. However, the other thing I thought was that she may be needing some attention - even if it's negative. If you've been really busy lately with Chrismtas prep stuff, she may feel it. If things in your house are different or out of whack, that may be why she's needing to regain some control. If it were me, I'd be doing exactly what you are...taking her things and making her clean up what she messes. Sometimes, it seems when I am too over-bearing "warning" my kids about cleaning up, being good, etc. it actually backfires. Have you been talking a lot about being "good" so santa comes? I'm not sure you'll find a reason for her behavior, but keep doing what you are - there has to be consequences. One thing that seems to really get to my kids is going to bed early. I can take away the wii, toys, games, etc. and it seems to have to effect. But, when I tell them they are going to bed even 15 minutes earlier that night, they are upset. My kids are older, but it works better for us than taking material things away. You'd have to be sure to make the connection from the behavior that day and why she's going to bed early. That might be a little harder with a 4 year old, but if the taking of her dolls, etc. doesn't work, it's an option.
Have you tried to exlain how it hurts your feelings when she misbehaves?
Good luck!!!