So there’s a longstanding issue (regression) with Plasma that more than likely won’t get fixed until Wayland, individual wallpapers per desktop. So here’s my solution, with added bonus cube animations for those who like physical context. 
- Set up four Activities, in two rows : System Settings → Workspace Behaviour → Activities (Activities Tab)
- Set up four Virtual Desktops, in two rows : System Settings → Workspace Behaviour → Virtual Desktops
- In the Activities section of Workspace Behaviour, click on the tab called Switching, and enable “Current Virtual Desktop: [ ] Remember for each activity” (Reboot, restart DE, now or later)
- Add a Virtual Desktop pager and an Activities pager to your toolbar.
- Select Activity 1, and ensure Virtual Desktop 1 is also set. Set the wallpaper to your choice on Activity 1.
- Do the same for the rest of your activities, i.e. Activity 2 is set to Virtual Desktop 2 and so on.
- Remove the Virtual Desktop Pager. Leave the Activities Pager on your toolbar. These are now your virtual desktops with individual wallpaper, with the added benefit of Activities segregating widgets and pinned apps etc.
- Go to System Settings → Workspace Behaviour → Desktop Effects and enable the cube animations for switching.
You can then also go to Shortcuts and define your keys to switch to each desktop, - I use Ctrl+F5-F8.
Voila, you have virtual desktops, each with their own wallpaper, and widgets! I think this is the way that Plasma is heading for Wayland anyway (i.e. virtual desktops being merged into Activities), but thought it was worth putting down in writing for those who have missed this from KDE4 and other DE’s.