What you need to do is this:
int[] list1 = new int[4] { 1, 2, 3, 4};
int[] list2 = new int[4] { 5, 6, 7, 8};
int[] list3 = new int[4] { 1, 3, 2, 1 };
int[] list4 = new int[4] { 5, 4, 3, 2 };
int[][] lists = new int[][] { list1 , list2 , list3 , list4 };
Another alternative would be to create a List<int[]> type:
List<int[]> data=new List<int[]>(){list1,list2,list3,list4};