Bob Gale and Robert Zemeckis have repeatedly stated that BTTF 4 can not happen because Michael J. Fox could not participate. These guys even turned up at cons equally dressed with t-shirts bearing crossed-out "IV"s.
Concerning back-to-back filming of a triology: Let's not forget "The Lord of the Rings" - probably one of the most extreme example of this. In 2000, Bob Gale was even asked in an interview if he has any tips for Peter Jackson (IIRC - it's been some time