I begin the list of the books published in 2004 with Roberto Polito's The Sceptical Road: Aenesidemus' appropriation of Heraclitus (Leiden: Brill).
Polito (University of Cambridge) deals with one of the most difficult puzzles of ancient Pyrrhonism, namely the so-called Heracliteanism of Aenesidemus - the originator of the later Pyrrhonian tradition in the first century BC. He tries to show that Aenesidemus did not endorse Heraclitean doctrines but rather intended to offer an exegesis of Heraclitus' thought. Thus, when Aenesidemus said that Pyrrhonism is a road towards Heracliteanism, what he was trying to say was that Pyrrhonism is a tool for understanding the philosophy of Heraclitus. As far as I know, this is the first book in English which is entirely devoted to Aenesidemus' relation to Heraclitus. For information about this work, go here.
It seems to me that these days there is a revived interest in the Aenesideman variety of Pyrrhonism. In a future post, I'll refer to Brigitte Pérez's book on Aenesidemus, which I haven't had to time to read yet. In this regard, it is also worth mentioning that Polito is working on an edition of the fragments of Aenesidemus, although I don't know when he's planning to finish this book.