We report the discovery of four transiting hot Jupiters from the HATSouth survey: HATS-39b, HATS-40b, HATS41b and HATS-42b. These discoveries add to the growing number of transiting planets orbiting moderately bright (12.5 < V < 13.7) F dwarf stars on short (2-5 day) periods. The planets have similar radii, ranging from 1.33(+0.29/-0.20) R_J for HATS-41b to 1.58(+0.16/-0.12) R_J for HATS-40b. Their masses and bulk densities, however, span more than an order of magnitude. HATS-39b has a mass of 0.63 +/- 0.13 M_J, and an inflated radius of 1.57 +/- 0.12 R_J, making it a good target for future transmission spectroscopic studies. HATS-41b is a very massive 9.7 +/- 1.6 M_J planet and one of only a few hot Jupiters found to date with a mass over 5 M_J. This planet orbits the highest metallicity star ([Fe/H] = 0.470 +/- 0.010) known to host a transiting planet and is also likely on an eccentric orbit. The high mass, coupled with a relatively young age (1.34 +0.31/-0.51 Gyr) for the host star, are factors that may explain why this planets orbit has not yet circularised.