I have recently started using 4-player games on the SNES emulator. I can tell you that I had to install and use lr-snes to get it working right. When I would try to use lr-snes9x2010 the player 2 controller would simultaneously move players 2 - 4 at the same time.
As quicksilver said, the best way to handle it is to save overrides for the specific games. I also saved the alternate emulator as the default for those games only. I have successfully gotten 4P to work on Super Bomberman 1 and 2, NBA Jam and NBA Jam TE for the SNES.