Update: here is a much more detailed hight ISO comparison between several full frame Nikon cameras.
A reader did some quick high ISO comparisons between the Nikon D4 and D4s cameras and sent me few screenshots (available also on flickr). I have another comparison coming in the next few days.
I have long benefited from and enjoyed your site, so I thought it was time that I contribute.
I had the opportunity to test both a D4s and a D4 together. Here is a side-by-side comparison of their high ISO performance using the world's best DSLR lens (believe the hype), the Zeiss Otus 55 mm f/1.4. I carefully AF fine tuned both cameras with this lens using Lens Align II, then shot the same object, an extraordinarily finely carved vessel, at f/4, the aperture at which the Otus is sharpest in the center. The photos were recorded as 14-bit NEF files.
Picture control settings were identical, sharpness and noise reduction settings were identical (default), exposure adjustment was set to 0.0 for both, and WB was auto for both. The NEF files were opened in Nikon's Capture NX-D (beta) software and viewed at 100%. WB was adjusted to be comparable, but no other changes were made to the raw files. Attached are four screen captures of 100% crops of the D4 and D4s at 7,200 ISO and 31,500 ISO.
Caveat: as I only had a brief window to test the D4s, I failed to get the settings exactly the same as those of the D4. In particular, I didn't realize that the exposure was matrix-weighted for the D4 but center-weighted for the D4s. That's why the D4s images are slightly brighter (more exposed) than the D4 images at the same ISO, and the shutter speed was slightly faster for the D4 images than the D4s images (1/125 and 1/500 vs. vs 1/100 and 1/400).
Both cameras do very well, but the D4s indeed appears to have somewhat better high ISO-performance than the D4. You can also see that the D4s is doing unusual things with the out-of-focus regions of the image, presumably to better control noise at high ISOs. To my eye the transitions between the out-of-focus regions of the D4s image and the in-focus regions look less natural than those of the D4. The amount of patchy chroma noise, especially in the shadows and dark grey bottom third of the vessel, seems lower with the D4s than the D4.
I also added a fifth screen capture of the D4s at 63,000 ISO (also a 100% crop) for comparison with the D4 at 31,500 ISO. To me, the amount of chroma noise and detail loss of the D4s at 63,000 ISO is roughly comparable to that of the D4 at 31,500 ISO.
It's amazing that we can even discuss using images taken at these ISOs.