A search for the decays B(0)((s))→μ(+)μ(-)μ(+)μ(-) and B(0)→μ(+)μ(-)μ(+)μ(-) is performed using data, corresponding to an integrated luminosity of 1.0 fb(-1), collected with the LHCb detector in 2011. The number of candidates observed is consistent with the expected background and, assuming phase-space models of the decays, limits on the branching fractions are set: B(B(s)(0)→μ(+)μ(-)μ(+)μ(-))<1.6(1.2)×10(-8) and B(B(0)→μ(+)μ(-)μ(+)μ(-))<6.6(5.3)×10(-9) at 95% (90%) confidence level. In addition, limits are set in the context of a supersymmetric model which allows for the B((s))(0) meson to decay into a scalar (S) and pseudoscalar particle (P), where S and P have masses of 2.5 GeV/c and 214.3 MeV/c, respectively, both resonances decay into μ(+)μ(-). The branching fraction limits for these decays are B(B(s)(0)→SP)<1.6(1.2)×10(-8) and B(B(0)→SP)<6.3(5.1)×10(-9) at 95% (90%) confidence level.