Originally Posted by GreasyJack
This is increasingly not true. Motorhome Magazine puts out a buyer's guide for dingy cars that includes a column for whether a certain car can (according to the manufacturer) be towed on all four wheels with an automatic. When they first started publishing this list, it was basically just the 4x4's with neutral transfer case positions, but now almost every American car and a fair number of imports are towable on all four wheels.
Now granted, some models went from untowable one year to towable the next without any apparent mechanical changes, so draw what conclusions from that you may.
The Saturn line of vehicles was designed specifically to be towed "four down". I towed my 2008 Vue (automatic, AWD) with a tow bar for about 3,000 miles with zero problems.