In the "old days" converting to 4WD really wasn't a big deal.
With the later model vehicles this is MUCH more to do as compared to say 15 or 20 yrs ago.
Besides all of the large metal parts, (axles, tranny, transfer case ect ect ecy), you will need modules, wiring, switches and sensors. You will also need either a different dash or console depending on where and how the switch is mounted as well as the indicator lights.
Officially, the ECM/PCM is different in many cases as well...