How do you think it happens? A coin is struck and it sticks to the hammer die. After it spreads and thins a bit from striking other pieces, one of those pieces sticks to the hammer die as well. Repeat this process two more times and you have a four coin bonded die cap.
Then as mds308 says they real question is how does it get out of the mint? It is unlikely to get past the riddler system, and it definitely would jam the counting machines. And if it does somehow get into a
Ballistic Bag and manage to survive getting crushed or broken apart, it isn't going to go though the counting/rolling machine at the armored car service and regulations require errors such as these that do get found while rolling the
Ballistic Bags be returned to the mint. As such the only way for them to get out would be for them to be smuggled out of the mint or the armor car service. In either case that would put them in the same category as the 1933 double eagle, stolen government property, and the government could confiscate them if they so chose. And there is precedent for them doing that. Back in the late 60's early 70's when there were "manufactured" error proof coins being smuggled out of the Sa Francisco Mint, the government took the viewpoint that any error that was mis-shapen enough that it would not fit in the proof set holder would have to have been smuggled out and were still government property. When some of them did appear in an auction the government had them withdrawn. Whether they actually confiscated them I do not know but I would imagine they did. I can't see them having them withdrawn form the sale and then allowing them to be returned to the consignor.