Option 1: England and Spain are not connected by an under-water tunnel. They are separated by the English Channel, and the connection between them is primarily through ferry services.

Option 2: Malaysia and Singapore are connected by a bridge called the Johor–Singapore Causeway and the Malaysia-Singapore Second Link, but there is no under-water tunnel between them.

Option 3: England and Belgium are also not connected by an under-water tunnel. They are connected primarily through ferry services and the Eurotunnel, which is an under-water tunnel, connects England with France.

Option 4: France and England are connected by the Channel Tunnel, also known as the "Chunnel." It is an under-water tunnel that runs beneath the English Channel and connects the two countries. This is the correct answer.