We describe the development and the capabilities of an advanced system for nanoscale electrical transport studies. This system consists of a low temperature four-probe scanning tunneling microscope (STM) and a high-resolution scanning electron microscope coupled to a molecular-beam epitaxy sample preparation chamber. The four STM probes can be manipulated independently with subnanometer precision, enabling atomic resolution STM imaging and four-point electrical transport study of surface electronic systems and nanostructured materials at temperatures down to 10 K. Additionally, an integrated energy analyzer allows for scanning Auger microscopy to probe chemical species of nanostructures. Some testing results are presented.