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Although chips including the Pentium 4 series could be overclocked beyond 4GHz before the arrival of AMD's Bulldozer series, that was the first factory-clocked processor above 4GHz. The AMD FX-4170 offered an out of the box 4.2GHz frequency in early 2012. It packed 4 cores and 4 threads, used the AM3+ socket and was rated for a 125W TDP. The AMD FX-6200 shipped prior in December 2011 with a standard 3.8GHz clock that boosted to 4.0 - 4.1GHz frequencies.
AMD followed up with Piledriver in 2013 which included many 4GHz+ chips, most prominent being the FX-9590 with its 4.7GHz default frequency and 5.0GHz turbo, claiming the title of the first factory-shipped processor to come with a 5GHz clock speed, though that was more of a bid to remain relevant against the Intel Core competition of the time.
Intel's first consumer processor to be sold with a speed of 4GHz+ shipped in 2013 as the Haswell-based Core i7-4790K -- perhaps most memorable as the 'Devil's Canyon' launch -- while the company's 2017 Kaby Lake series also had a handful of parts shipped with a stock frequency at or above 4GHz.
A year later, Intel launched the limited edition Core i7-8086K, marking the 40 year anniversary after the release of its 8086 processor. The 6-core/12-thread CPU would be its first ever to reach a 5.0GHz turbo frequency without overclocking.