This is called a Winston Knot Challah.  You can make it with 4 strands or 8 strands.  I have found that 8 is much prettier and about the same amount of work.  Use My Favorite Challah Recipe. To make 2 Challahs with 4 strands each:

  1. Divide the entire dough into 8 even pieces.  Dust each piece in flour and roll out with your hands to make even strands, about 10 inches long.
  2. Using the first 4 strands, line up like a basket weave.  Two strands going horizontally and to strands going vertically, over and under.
  3. Take the right strand closest to you (south) and move it over its mate to the left.  Now, take the right strand of  West and move it over its mate.  The right of North over its mate.  The right of East over its mate.  That's the first knot.
  4. The next row is reversed.  Take the left strand of south and move it over its mate.  Take the left strand of  West and move it over its mate.  The left of North over its mate.  The left of East over its mate.  That's the second row.
  5. The third row is the same as the first.  After that, lightly roll any of the loose bits under the knot so it is a pretty ball.  Place on the baking tray and loosely cover.  Repeat with the other 4 strands.  Let rise 30 minutes, glaze and bake at 350 for 30-40 minutes.

For an 8 strand Winston Knot, make 16 initial strands, about 8 inches long each.  You will place 4 strands in each direction and move two together for each move of the braid. Practice makes perfect.  I have undone and redone several loaves.  Even if they are not beautiful, they are mighty tasty.