Four Horsemen

The Four Horsemen (四人の騎士) are a group of four powerful devils.

The Four Horsemen are the only individuals who still remember the names of Devils which have been devoured by the Chainsaw Man, such as the "Nuclear Weapon" Devil, the Holocaust Devil, and the others. However, it is unclear how far these memories extend: Makima, one incarnation of the Control Devil, could remember the names of devoured Devils but the incarnation directing succeeding Nayuta appears to bear no memories from her predecessor.

Despite collaborating together, the Four Horsemen do not appear to be a cohesive unit. Makima, who is implied to be one of the Four Horsemen, intended to use Pochita's power to eradicate her fellow Horsemen despite previously battling alongside them against Pochita.

It is also implied that members of The Four Horsemen are almost as powerful, if not on par, with the Primal Fears due to Makima being able to wound the Darkness Devil, albeit at the cost of her arm.

History
The Four Horsemen and the Weapon Devils once engaged in a brutal battle against Pochita in Hell. However, in the midst of the battle, Pochita mysteriously vanished. Despite searches by the Control Devil, Pochita could not be found. Unbeknownst to the Four Horsemen, this was because Pochita had changed forms on the verge of death and escaped to Earth.

Sometime after this battle, the Control Devil arrived on Earth and assumed the identity of a human, Makima.

Control Devil arc
Makima reveals the existence of the Four Horsemen, describing how she, the Horsemen, and the Weapon Devils fought against Pochita before the battle suddenly ended after Pochita suddenly vanished. With the Weapon Hybrids present, she announces that the interrupted battle can finally be brought to an end, as she orders the Weapon Hybrids to attack Chainsaw Man.

After seemingly succeeding at defeating Chainsaw Man and seizing control over him, Makima is suddenly sliced open by Denji with a chainsaw. Through a loophole, Denji renders the Devil contract Makima had with the Prime Minister of Japan that gave her nigh-immortality null and kills her by eating her entire body.

The Control Devil is soon reincarnated as Nayuta, a young girl from China. Kishibe discovers her and has her brought back to Japan, where he discharges her into the care of Denji, believing that Denji is the best option for caring for Nayuta.

War Devil arc
The War Devil, in an owl-like form, appears in front of Asa Mitaka shortly after she is murdered by her jealous classmate, who murdered her out of the belief that it would secure the affections of their teacher Mr. Tanaka. The War Devil offers to save her life, in exchange for control over her body. Mitaka takes this opportunity, allowing the War Devil to assume control. The War Devil immediately slaughters her murderer as well as her teacher. Seeing a Chainsaw Man poster nearby the slaughter, the War Devil vows to make Chainsaw Man "vomit nuclear weapons back up".

Trivia

 * Makima is heavily implied to be one of the Four Horsemen, due to her and the Conquest Horsemen sharing the same name in Japanese, which is domination (支配).
 * Despite this was it Makimas stated goal to use Chainsaw Man get rid of the three of the Horsemen: Death, War and Hunger.
 * The Four Horsemen of the Apocalypse are figures in the Christian mythology, first appearing in the Old Testament's prophetic Book of Zechariah and in the Book of Ezekiel, where they are named as punishments from God: Conquest, War, Hunger and Death.
 * The order of the Horsemen are also reflecting the order of their respective devils shown in the series: first Conquest and then War.
 * Under another interpretation, the first Horseman is called Pestilence, and is associated with infectious disease and plague.