4x4 indicates that you can switch from 2 wheel drive to 4 wheel drive, usually by pressing a button on the dash.
AWD indicates that all four wheels spin every time the vehicle is in motion. In other words you can't turn it off and, thus, have less control.
An alternative explanation would be that with a 4x4, YOU select when it goes from two wheel drive to four wheel drive. With an AWD the vehicle senses when the four wheel drive needs to be engaged and automatically does it for you. That sensing system is operating all the time and you cannot select a permanent 2-wheel drive set up, like you can with a manually operated 4x4 vehicle.
Sounds complicated but the concept of the AWD was introduced to make it easier for consumers to have 4-wheel capability without stressing about whether to engage it or not.
As mentioned, all-wheel drive systems have constant and/or automated power to all four wheels, generally at a 1:1 ratio. But to add to the other answers, four-wheel drive systems have the ability to be put in 2-wheel drive, 4-wheel high, and 4-wheel low. In 4x4 high transfer, you're basically running an AWD system, but when you put your 4x4 into low transfer, a different gear ratio is set, providing more torque to the wheels.
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