Step 1: Understand dialysis.
Dialysis is the process used to purify a colloidal solution by removing dissolved impurities such as ions and small molecules through a semipermeable membrane.
The semipermeable membrane allows small ions and molecules to pass through but prevents colloidal particles from passing through.
Step 2: Examine Statement I.
Statement I says:
Colloidal particles can pass through the membrane
This is incorrect because colloidal particles are too large to pass through the pores of a semipermeable membrane.
Therefore,
\[
\boxed{\text{Statement I is false}}
\]
Step 3: Examine Statement II.
Statement II says:
Animal bladder can be used as membrane
Animal bladder is a commonly used semipermeable membrane in dialysis.
Therefore,
\[
\boxed{\text{Statement II is true}}
\]
Step 4: Examine Statement III.
Statement III says:
Cellophane is not used as membrane
This statement is incorrect because cellophane is widely used as a semipermeable membrane in dialysis.
Therefore,
\[
\boxed{\text{Statement III is false}}
\]
Step 5: Examine Statement IV.
Statement IV says:
Ions or small molecules can diffuse through membrane into water
This is exactly the principle of dialysis.
Small ions and dissolved impurities pass through the membrane into the surrounding water, while colloidal particles remain inside.
Therefore,
\[
\boxed{\text{Statement IV is true}}
\]
Step 6: Final conclusion.
The correct statements are
\[
\boxed{\text{II and IV only}}
\]
Hence, the correct option is
\[
\boxed{(4)}
\]