In Rydberg atoms, at least one electron is excited to a state with a high principal quantum number. In an ultracold environment, this low-energy electron can scatter off a ground state atom allowing for the formation of a Rydberg molecule consisting of one Rydberg atom and several ground state atoms. Here we investigate those Rydberg molecules created by photoassociation for the spherically symmetric S-states. A step by step increase of the principal quantum number up to n=111 enables us to go beyond the previously observed dimer and trimer states up to a molecule, where four ground state atoms are bound by one Rydberg atom. The increase of bound atoms and the decreasing binding potential per atom with principal quantum number results finally in an overlap of spectral lines. The associated density-dependent line broadening sets a fundamental limit, for example, for the optical thickness per blockade volume in Rydberg quantum optics experiments.