Step 1: Recall the properties of magnetic field lines outside a bar magnet.
Outside the magnet, magnetic field lines emerge from the north pole and enter the south pole.
Step 2: Recall the properties of magnetic field lines inside a bar magnet.
Inside the magnet, magnetic field lines continue from the south pole to the north pole.
Step 3: Understand the nature of magnetic field lines.
Magnetic field lines always form continuous closed loops, both inside and outside the magnet. They do not start or end at a single point. They also never intersect each other.
Step 4: Evaluate the options.
(1) Incorrect, they leave from the north pole.
(2) Incorrect, they exist inside the magnet.
(3) Incorrect, they never intersect.
(4) Correct, they form continuous closed loops.
Thus, the magnetic field lines of a bar magnet $ \boxed{form continuous closed loops} $.