Using cell text to reference worksheet

I can't seem to find this anywhere. I've dumbed down this example.

A1 New York
B1 Boston
C1 Kansas City


Each of those cities are a cell on my main worksheet but they are also the name of a worksheet. I want the data from each worksheet's E4 cell to be displayed in the 2nd column of the main worksheet.

I could manually go in and type or mouse through to get =Boston!E4 which is what I've been doing but I would have to do this potentially thousands of times (plus, I would like to avoid making mistakes).

Is there a way to make a formula that uses the text from the first column and creates a formula that would load each city's worksheet's E4 without manually doing it every time?