Act IV is the final act. The little guy goes into the temple, and you watch Diablo go into Hell. This is a really short act but unless you're prepared (level 26 or so) you will have to keep fighting through it several times to get all the way in.

Note that there's no obvious way to go back to previous acts, but just use the waypoint listing to jump whereever you wish.

Diablo 2 Walkthrough
Walkthrough Master Index