There isn't so far an example that would show Transaction in action in SMX4. That would make a good test case and I should start working on one. However, in the meantime, I believe this post http://fusesource.com/forums/thread.jspa?messageID=1949 would give you some valuable insights into how Transaction is treated in SMX4. It is a little different in that the NMR is no longer Transactional per se (as it used to be in SMX3). Now the components themselves are Transaction aware and Transactions are now conveyed along with the exchanges whether they are sent synchronously or asynchronously. One advantage of this is improved scalability (use of asynchronous exchanges).
I know I haven't given you a full sample but I hope this helps somewhat.