The Four Horsemen of Apocalypse is an idea astoundingly elegant for its simplicity: if you're going to have a villain named Apocalypse, giving him a group of henchmen and naming them after the biblical four horsemen is a no-brainer, and it's a concept that has survived right alongside Apocalypse as a character for several decades now (barring that brief period of time in which Apocalypse traded in horsemen for the Image-riffic Dark Riders/Riders of the Storm).
Though they weren't around for the
first appearance of Apocalypse (as the character was a last minute swap for the Owl as the mysterious leader of the Brotherhood of Evil Mutants wannabes, the Alliance of Evil), his next appearance immediately set about rectifying that, as he popped up in a handful of issues, gathering an assortment of mutants. That group (minus Death) was unveiled shortly before "Fall of the Mutants", and since that storyline, while their membership (and in some cases, the designation of who is which Horseman) has changed, it's not often that Apocalypse doesn't show up without some combination of Horsemen at his beck and call. Here then are some of the more notable arrangements.
The Originals
Abraham Kieros (War), Autumn Rolfson (Famine) the Morlock Plague (Pestilence), Angel (Death).
Apocalypse's first batch of Horsemen are a mix of new and existing characters, and aside from being the first, they remain a memorable group simply because their gathering was depicted in detail through early issues of
X-Factor, as Apocalypse gathered his followers and transformed them, one-by-one, culminating in the reveal of the thought-dead founding member of the X-Men Angel as Death. With their unified gold masks and montrous-looking mechanical horses, it's tough to beat this original grouping.
They also briefly popped up again in "The X-Cutioner's Song" (albeit without Pestilence, who died during "Fall of the Mutants"), with Caliban (who left X-Factor to join Apocalypse in that story) taking over for Angel as Death, but the group is dispatched relatively early in the story, and only Caliban returns after that as a Horseman in future stories.
(This is also the iteration of the Horsemen that appeared in the X-Men animated series in the 90s).
Best of the Bunch: The reborn Angel is clearly the standout of this assortment, but I've always had a soft spot for Pestilence, the other existing character transformed into a Horseman.