Or, in this case:
Thread[{{1, 2, 3, 4}, {11, 12, 13, 14}}]
or
MapThread[List, {{1, 2, 3, 4}, {11, 12, 13, 14}}]
or
Partition[Riffle[{1, 2, 3, 4}, {11, 12, 13, 14}], 2]
or
Table[{{1, 2, 3, 4}[[i]], {11, 12, 13, 14}[[i]]}, {i, 4}]
really there are so may ways, I can give you another 10....
