1. He said to us, " There are many bears."

2. He told us, " There are many bears."

3. He told us that there are many bears.

4. He told us that there were many bears.

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Are they all the same? Which ones are commonly used? Which ones are not the same?

Yes, all are the same. The first two are direct quotations while the other two are indirect quotations. 3 and 4 are more commonly used.