Adventure 02, Tamers
The Digital World is protected by four Digimon Sovereigns. Each of them guards one part of the Digital World, and they correlate with the four legendary beasts that are said to protect the real world. The Digimon Sovereigns, or Guardians, appear in both 02 and Tamers.
The following transcript details the legend of the Gods in Chinese mythology, as described by Professor Takenouchi (Sora's father) in episode 33 of 02, "A Chance Encounter":
Professor: You see, the mountains to the north are for Genbu the turtle, the river to the east is for Seiryuu the dragon, the river to the south is for Suzaku the phoenix, and the road to the west is for Byakko the tiger. So the city was protected by the mountains, had the convenience of a river and roads nearby, and was open to the west - a perfect scenario.
The Guardians are:
|Azulongmon, who is Seiryuu, the Blue Dragon, guard of the East;|
|the phoenix Digimon Zhuqiaomon, who is Suzaku, the Red Sparrow, and guards the South;|
|Ebonwumon, the Black Turtle Genbu, protector of the North;|
|and the White Tiger or Byakko Baihumon, who stands for Steel and protects the West.|
The links on the Digimon names will take you to a full Digidex entry for that Digimon.
Digimon is not the only Anime which features this Chinese legend. It's a very popular legend, and a couple of the other Animes which use it include Beyblade (Dragoon = Seiryuu, Dranzer = Suzaku, Draciel = Genbu, Driger = Byakko) and Fushigi Yuugi.