The teens were hanging out in a former law office in the town of Falconer - but ended up trapped in a walk-in vault.
Police were summoned to the location to rescue the four teens - and they got them out, with the help of a locksmith.
Authorities say the teens had permission to be inside the building.
But police also say they found a large amount of alcohol and some pot on the premises.
And that means the teens have charges pending against them.