The Four Horsemen of Apocalypse are a group of powerful warriors and are the secondary antagonists to the 2016 superhero film, X-Men: Apocalypse. They are a team of powerful and god-like warriors who are the servants and followes of the god-like mutant, Apocalypse, and they seek to rebuild a new world in his image.
The exact date is unknown but the horsemen were founded in ancient times sometine during the days of Anciet Egypt. The original four were chosen as personal warriors and soldiers for Apocalypse and his plan for mutant domination. The Horsemen accompanied him and followed him as his first followers before thousands would worship Apocalypse.
X-Men: Days of Future Past
The Four Horsemen appear at the after credit scene of X-Men: Days of Future Past as they are seen on horses watching as their master Apocalypse creates pyramids amid crowds of worshipers chanting his name.
Around 3,000 B.C. in the pyramids of ancient Cairo where Apocalypse was ready to transfer himself into another body as his healing factor (like Wolverine's) could help him regenerate wounds and granted him near-immortality. Apocalypse arrived and the ceremony began with the horsemen protecting him but, mercenaries from outside destroyed the pyramids and three of the horsemen were killed leaving only one to protect Apocalypse. The transfer was complete but the final Horsemen was killed and Apocalypse layed dormant for thousands of years.
After thousands of years have passed, Apocalypse finally awakens in the year 1983 and begins to re-assemble his new horsemen once more. He first travels through Cairo and recruits the mutant Storm where he turns her hair white and grants her more power over nature. Next, Apocalypse travels with Storm to East Berlin where they run into Psylocke and recruit her after powering her up. Next, they all fly to Britain where the mutant Angel is granted metal wings and is turned into Archangel and is recruited as the third horsemen.
Finally, the horsemen and Apocalypse travel to Poland and recruit Erik Lehnsherr where he is preparing to kill a room full of men who reported him to Polish authorities and had his wife and daughter killed. Apocalypse summons and kills the men and eventually convinces Erik to join as Magneto after he destroys Auschwitz as revenge for his parents' death. The Horsemen are now assemble and follow Apocalypse as he seeks to destroy human civilization and build a new one.