The Bangladeshi nationals were identified as Mohammmad Chamaknia (25), Rafiq (25), Shaukat (18) and Abutaiyab (35), police said.
In a joint action by Ganj and Dargarh police stations, all those who were roaming suspiciously and indulging in begging and other such activities were caught and booked, they said.
The urs would begin on May 22 or 23 depending upon the visibility of the moon.