Two of those victims, 16-year-old Justin Llivicura and 18-year-old Jorge Tigre, were honored at the "glow stick vigil" at Bellport High School, where they were students.
Monday was the first day of classes since the gruesome discovery, and flags at the school are flying at half staff.
"I am destroyed, they killed a part of me, they killed my son," Marcelo Llivicura, the father of one of the victims said through a translator.
Grief counselors have been on hand and were at the vigil, along with speakers from the South Country School District and Suffolk County Police Department and state Assemblyman Dean Murray.
"I want to thank Angels of Long Island for organizing this vigil and allowing us to come together as a community to remember Justin and Jorge," said Dr. Joseph Giani of the South County Central School District.
"This is a very tough time for everyone. It's painful, we're scared, we're afraid of what's going on right now," said Murray.
The Llivicura family attended in large numbers, begging for any type of break in the case. "What is happening? Four kids, no. Four kids, not even an animal could do this," Justin's aunt Piedad Llivicura said through a translator.
Debbie and Brittany Loesch are with the Angels of Long Island, which organized the event.
"We thought, the kids have been out of school for spring break, they had to go all day thinking about it," Brittany Loesch said. "They lost their two friends. We thought it was important for them to come together and be able to talk about it."
"Tonight's not about a forum for questions and answers," said Debbie Loesch. "It's just going to be about standing shoulder and shoulder and showing support for the community."
The bodies were found at the intersection of Lowell Avenue and Clayton Street in Central Islip last Wednesday, and authorities say one of them was so badly disfigured that he could only be identified through a tattoo.
Relatives say the victims were going to the park to meet friends when they were attacked by a group carrying machetes. On Friday, they placed flowers at the crime scene, then stood and embraced one another with tears in their eyes, horrified at the violence that had taken their sons.
The other victims were identified as cousins Michael Banegas and Jefferson Villalobos, both 18.
Gang violence has been a problem in Central Islip, Brentwood and other Long Island communities for more than a decade.