I have a 2002 blazer and noticed when it's in the auto 4wd I feel a weird vibration when moving in reverse and turning slightly (backing out of driveway) when its in 2wd there is no vibrations. So it feels like the 4wd is engaged/slightly engaged. Is there something wrong. I thought the auto 4wd was just that, when the car senses it needs 4wd it locks in. Any thoughts?

Thanks

is this on a dry surface?

Yes it happens on a dry surface

Mine does that too. When in 4 wheel drive mode, the transfer case locks the front and rear axles together (the front axle turns once and so does the rear axle). What you're feeling is the front tire hopping as it unloads the drivetrain because in this case the axles are trying to turn at different rates since you are going around a turn