See also http://www.answerbag.com/q_view/287490

I'd refer you to the Book of Revelations, the last book of the New Testament in the Bible.

The four horsemen of the apocalypse are described in Revelation chapter 6, verses 1-8. The four horsemen are symbolic descriptions of different events which will take place in the end times. The first horseman of the apocalypse is mentioned in Revelation 6:2, "I looked, and there before me was a white horse! Its rider held a bow, and he was given a crown, and he rode out as a conqueror bent on conquest." This first horseman likely refers to the antichrist. The second horseman of the apocalypse is spoken of in Revelation 6:4, "Then another horse came out, a fiery red one. Its rider was given power to take peace from the earth and to make men slay each other. To him was given a large sword." The second horseman refers to terrible warfare that will break out in the end times. The third horseman is described in Revelation 6:5-6, “...and there before me was a black horse! Its rider was holding a pair of scales in his hand. Then I heard what sounded like a voice among the four living creatures, saying, ‘A quart of wheat for a day's wages, and three quarts of barley for a day's wages, and do not damage the oil and the wine!’” The third horseman of the apocalypse refers to a great famine that will take place, likely as a result of the wars from the second horseman. Food will be scarce, but luxuries such as wine and oil will still be readily available. The fourth horseman is mentioned in Revelation 6:8, "I looked, and there before me was a pale horse! Its rider was named Death, and Hades was following close behind him. They were given power over a fourth of the earth to kill by sword, famine and plague, and by the wild beasts of the earth." The fourth horseman of the apocalypse is symbolic of death and devastation. It seems to be a combination of the previous horsemen. I hope this helped.

They are riders reaking havok in their own individual ways on the world.

'He looked up at the sky, which was sullen, streaked and livid, and reflected that it was the sort of sky that the Four Horsemen of the Apocalypse wouldn't feel like a bunch of complete idiots riding out of.' -- Mostly Harmless (HHGTTG), by Douglas Adams

Gregoreuo hit it right on the head. However this term can also refer to the backfield of the University of Notre Dame's undefeated football team of 1924: quarterback Harry Stuhldreher, halfbacks Don Miller and Jim Crowley, and fullback Elmer Layden. They and their teammates, coached by Knute Rockne, lost only two of 30 games in the years 1922 – 24.