Actually 5 horsemen.
Kaos (note spelling) was the fifth horseman of the apocralyptic riders. He left them before they were famous because of artistic disagreements, though claimed later on he never cared about their success. It would seem that these 'disagreements' were primarly between War, Famine and Pestilence, against him, as Kaos seemed to get along rather well-enough with Death, (although Kaos thinks of Death as "a Big Sleep.")