Let's call the men A, B, C, and D. Their plan is as follows: A will go to Room 1, B to Room 2, C to Room 3, and D to Room 4. If a man does not see his own wife in the first room, he will then go to the room corresponding to the man whose wife he sees in the first room – e.g. if A sees B's wife in Room 1, he opens Room 2 next; if it's C's wife he sees, he goes to Room 3 next, etc.
This strategy will improve their chances of finding the right wives in two attempts or fewer from 1/16 = 6.25% to 10/24 ≈ 41.67%.