I'd doubt they do except for photo ops like this, and coming in for the initial/break. Typically you do cross countries in "ATC spread", or abeam, within a mile of each other. Somwhat modified to fingertip for 4 jets, with lead and -3 being about .5-.8 NM apart abeam, and -2 and -4 flying cruise off -1/-3 respectively, basically a little sucked within a couple tenths of a mile. Anything closer than that becomes really tiring after a while, especially trekking through large chunks of airspace where you need to use autopilot and break out charts/approach plates/etc while maintaining formation. Flying close parade formation requires pretty much all of your attention most of the time, and requires constant stick and throttle work. That and penetrating weather with much more than sections becomes a circus really quickly. Technically, no more than 2 aircraft are allowed into IMC together in formation per USN/USMC regs, though on occasion you will end up briefly doing it through thin layers with 4 if it isn't really hard IMC and the situation dictates. I'm guessing the AF does things in a similar fashion, though I could be wrong. We normally brief splitting up into sections for approaches if the weather is IMC, and we will further break into singles if the wx is below circling mins or 1000' (whichever is higher)
