ANSWER
According to the latest figures from the Dept. of Energy, the other three countries are Mexico, Canada, and Venezuela. (Oil import numbers change on a daily basis - your mileage may vary.)
Monthly data from January 2002
Saudi Arabia - 45 million barrels
Mexico - 41 million barrels
Canada - 40 million barrels
Venezuela - 39 million barrels
Iraq - 31 million barrels
Nigeria - 16 million barrels
Annual data from 2000
Saudi Arabia - 558 million barrels
Canada - 493 million barrels
Mexico - 480 million barrels
Venezuela - 448 million barrels
Nigeria - 320 million barrels
Iraq - 227 million barrels
source: http://www.eia.doe.gov/oil_gas/petroleum/info_glance/importexport.html
WHO GOT IT RIGHT: Robert Walker, Bob Milligan, Trish Boggs, Allan Christensen, Marc Quinlivan, and Andie J.