Update
With CC2017, the Free Transform Tool has a cursor specifically for Free Distort. You can just select that cursor and perform the same distortion without the need for any modifier keys.

The modifier will still work in CC2017, but should you have trouble, switching cursors is the easiest thing to do.
Other Methods
(or for legacy versions of Illustrator Prior to CC2014)
You must use the Free Transform tool.
- Select all 4 objects
- Select the Free Transform Tool
- Click and hold a corner
- then hold the Command/Ctrl key
- then drag to perform the distortion
You must do things in this specific order - click, hold key, drag - Any other order will not work. This will not work with the standard bounding box. You must use the Free Transform tool.

Another option, although without a live preview, is....
- Group the 4 objects
- Then choose
Effect > Distort & Transform > Free Distort
