The differences are really too numerous to mention. If you're really interested, the only way to go is to get plans or photo sets.
To begin with, the frame members are different, bolsters are different, (3000 have steel bolsters and 4000 have wood). The break gear is different, (e.g. tank isn't attached to the cylinder on 4000). On 3000 series, one truss rod had to have a spacer under the queenpost to clear the cylinder because of the attached tank. The later 3000 were modified in the '20s with steel buffer plates for the couplers, but the 4000s continued to have wood. Trucks are different, 4000s have the old 20ton trucks were the springs don't show and the journal box lids swing up to the side instead of out and up.
Of course exception is the rule, these are my observations.
The box outfit cars(water service car, bunk car, block car, tool car, etc.) found around Chama, Durango and Silver Plume are my source of info, however incomplete.