It could be a problem with your bed files. bedtools is very sensitive to carriage return characters. If you did something in i.e. excel with those files and then saved them, you likely have some unwanted characters that make the bed file illegible for bedtools.

Try from your shell/terminal to do

head H3K4m1.bed

If you get something like

$ head GSM1187118_s03_MCF7_ER_rep3_macs_peaks.bed
chr1    7993    8847    MACS_peak_1     964.58
chr1    18728   19835   MACS_peak_2     54.10
chr1    36580   37067   MACS_peak_3     50.05
chr1    41169   41596   MACS_peak_4     72.19
chr1    58399   58921   MACS_peak_5     80.97
chr1    94893   95488   MACS_peak_6     57.28
chr1    125614  127226  MACS_peak_7     1168.78
chr1    144506  144899  MACS_peak_8     72.73
chr1    316644  317465  MACS_peak_9     916.54
chr1    358508  359147  MACS_peak_10    71.39

then you are ok and we need to look into something else. If you get a single line of overlapping data then do

cat H3K4m1.bed | tr '\r' '\n' > mySecondBedFile.bed

and use mySecondBedFile.bed with bedtools...that did the trick for me a number of times