I won the set of five 1926-29 Baseball/Boxers 4 on 1 Exhibits from the Lipset auction that just ended:
Link. So obviously, the set was not impossible as somebody had "completed" it. Saying that however, I think these are different variations as two of these cards have sideways movie scenes in them, which I'm not sure have been seen before. When I receive the cards, I'll post bigger scans including scans of the fifth card not shown by Lipset.