I have couple of (windows based) computers connected like you can see on the picture.
I want to create something like network interface bridge to connect computers A1, A2, B1 and B2.
Is there any way to do this? (something like VPN + bridge)
as long as you have internet connection, those would do..
after the VPN connection, you just need to add routing information
One of the issues you have is that A & B appear to be on the same subnet.
If they were on different subnets then you could simply create a VPN between them and be done with it. To do that the easiest way is to buy a couple of VPN capable routers and connect them up following the various tutorials. There are lots to choose from. I'm only familiar with 2 different VPN routers which are those from netgear and mikrotik.
The netgear ones are the easiest of the two, but the mikrotik have more options and are cheaper.
With the mikrotik option there is something called EoIP or Ethernet over IP. If you can create an encrypted tunnel first then add EoIP on it then you'll have your bridge. e.e. http://www.mikrotik.com/documentation/manual_2.5/Interface/EoIP.html
That example uses PPTP as the tunnel. However you can use any VPN tunnel from this list. http://wiki.mikrotik.com/wiki/Tunnels
If you have issues with the IP ranges appearing on the same subnet then you may need to change the IP range of either A or B or set up a different netmask, or even run NAT.
Running OpenVPN on A&B may be an option, however AFAIK the OpenVPN server needs to run on Linux and you have windows.
It looks like networks A & B are on the same subnet (if their subnet mask is 255.255.255.0). It also looks like x.y.z.1 and x.y.z.2 are on an identical but separate subnet from A & B. I understand the physical networks of A and B are on different continents, so you're probably using some sort of VPN to connect computers A and B together. If computers A & B are on the same VPN subnet (tap VPN), then your problem becomes trivial. Simply bridge the two network interfaces on computers A & B each. On Windows:
This bridges the interfaces on the data-link level of the OSI model. So, the packets out on network A will be visible on network B, but only if the VPN is a tap type. If not, please explain your network details further.