The Four Horsemen of the Apocalypse are War, Famine, Pestilence and Death. Each rides a horse and has their own purpose.
War rides a Red Horse and carries a sword. It is his purpose to steal peace from the world, turn men upon one another and force them to kill each other.
Famine rides upon a Black Horse and carries a set of weighing scales. It is his purpose to starve the world and so famine follows wherever he rides.
Pestilence rides upon a White Horse and carries a crown and bow. Some say that he goes forth and conquers subjugating the world. Others believe that he will bring disease to lay waste to the world.
Death, lastly, rides upon a Pale Horse and carries a scythe. He brings death to everyone.
It is/was believed that when all four rode together - as they ride separately on occasion - they herald the end of the world - the Apocalypse.
They come from a vision in Revelations (the Bible, New Testament) and are part of the Christian faith, but it is not unusual for cultures/faiths etc to give such notions anthropomorphic personifications, especially as War, Famine, Pestilence and Death were not understood at the time - as they are now - and were thought to be indications of the wrath of God or another deity.
Also, if you believe Terry Pratchett, there was a fifth horseman - Chaos - who left before they became famous!