If all the controls are of the same type, you could put all the controls you want to check in an array then use Linq's Any
extension method:
return new[] { txtNome, txtEndereco, txtCidade, txtCEP }
.Any(x => !String.IsNullOrEmpty(x.Text));
Or alternatively, if not all of the controls are of the same type, create an array of strings:
return new[] { txtNome.Text, txtEndereco.Text, txtCidade.Text, txtCEP.Text }
.Any(x => !String.IsNullOrEmpty(x));
The performance difference between this and a plain old if
-else
-block will be negligible.