Originally, Bach wrote the six sonatas for harpsichord and violin, with an optional viola da gamba part doubling the bass line. Unlike baroque sonatas for solo instrument and continuo, Bach wrote out the whole keyboard part rather than indicating a figured bass. It is effectively a trio sonata for violin, right hand and left hand of the keyboard! 

Sonata No. 4 is in C minor, the key of some of his most profound creations like the first movement of the Bach Cello Suite in C minor, or the Prelude and Fugue in C Minor, BWV 847 and fugue, here played by Anthony Newman on the harpsichord.

The first movement, a Largo Siciliano in a minor key, rocks seamlessly through an ornamented yet pure violin melody, accompanied by rolling 16th arpeggios and scales in the keyboard right hand, and rising triplet triads in the left hand, the bass line which is the rock upon which all else rests. The melody is reminiscent of the violin obligato in Erbarme dich, mein Gott Aria (No. 39) from the oratorio 'Matthäuspassion', BWV 244.

Here is a beautiful period instrument rendition by Les Siècles, conducted by François-Xavier Roth with Delphine Galou, contralto and François-Marie Drieux, solo violin to give you an idea, and the words in English here: Have mercy, my God, for the sake of my tears! See here, before you heart and eyes weep bitterly.