Okay, so it looks like OS X has moved beyond FreeBSD's block device names.
Did you check the dmesg output after plugging in the stick? That should list all of the /dev/ entries assigned to that device.
A brief search suggests this will list all USB-attached external drives:
Code:
system_profiler SPUSBDataType
I would try
Code:
sudo cp /Users/Shared/Docs/Personal/IT/Operating\ Systems/OpenBSD/Installation\ Files/install72.img /dev/disk4
No idea if OS X has a
sync(8) equivalent so just wait a good long while after the command finishes to ensure the copy buffers are fully flushed. Make sure the USB stick really is assigned to /dev/disk4 before running the command or you might nuke your system.