The first part of volume 4 documents Hilbert's efforts in the period 1898-1910 to base all known physics (including thermodynamics, hydrodynamics and electrodynamics) on classical mechanics. This period closes with a lecture course 'Mechanik der Kontinua' (1911), in which Hilbert considers the consequences of the new principle of special relativity for our understanding of physics. The second part starts with the lecture course 'Kinetische Gastheorie' (1911/12), which introduces a new approach to problems of statistical physics. The lecture course 'Molekulartheorie der Materie' (1913) deals with a topic that was of great importance to Hilbert, returning to it repeatedly. The last lecture course contained in this volume, 'Statistische Mechanik' (1922) presents a very perceptive comparison of the different approaches of Maxwell, Boltzmann, Gibbs etc. to the foundational problems of statistical physics. It is a paradigm of logical analysis and conceptual clarity.