Chess Opening Theory/1. e4/1...e5/2. f4/2...exf4/3. Nf3/3...g5/4. h4

Black's g-pawn is attacked, and the only move that saves it is 4...g4.
 * 4...f6 simply loses the pawn to 5.Nxg5! since 5...fxg5 6.Qh5+ Ke7 7.Qxg5+ Nf6 8.e5 is just carnage.
 * 4...h6 is also no defence against 5.hxg5 pinning the h6-pawn.
 * 4...gxh4 leaves Black with the world's most ridiculous pawn structure: doubled isolated pawns on f4, h4, f7 and h7. White doesn't even have to capture them right away; she can play something like 5.d4 if she wants to laugh at them a little longer.
 * 4...Bh6 or 4...Be7 followed by 5.hxg5 Bxg5 6.d4! allows White to win the f-pawn back with the move g3 while remaining ahead in development.

Rather than saving g-pawn, Black can counter-attack in the center with 4... d5 so that White's taking g-pawn is followed by Black's taking e-pawn: 5. Nxg5 h6 6. Nh3 dxe4.

Theory table
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1.e4 e5 2.f4 exf4 3.Nf3 g5 4. h4