It happened around 6:30 Sunday evening on the 5700 block of Lambert Street.
Officials on the scene say the students from LaSalle University were away for the Thanksgiving holiday.
Police were notified by a neighbor who heard noise coming from the home.
The sound of police on the roof searching for the suspects terrified 71-year-old Gloria Williams.
"I thought somebody was coming in my house," said Williams.
"We walked out and we heard glass shatter," said Joe Sundermeier.
Sundermeier, a fellow student and neighbor, saw the college students who lived there arrive home as the chaos unfolded.
He and his roommates witnessed several people running away from the home on the second floor.
"We saw one guy run across the roof and the other guy fell off the roof," said Sundermeier.
"They were running across my roof, that could've caved in and fell on this porch," said Williams.
Williams says within a half hour the search was over.
All four suspects were apprehended and have been taken into custody.
It's unclear if anything was taken or how long the suspects were in the home.
Police continue to investigate.