The Four Horseman were created at the begining of Creation along with the Human race, as a warning that one day mankind's time would be done and on that day The Horseman would ride free and bring an end to every living thing. Two Magi, Light and Dark, who held a balance of power over the Earth, used their power to create The Talisman, a sacred object that bound The Horseman and trapped them inside Human vessels.
Before becoming possessed, they were involved with The Mafia under the employ of Lucio Franchetti and did shipments from Mexico, however they betrayed the mob and took the money and the drugs for themselves before disappearing into the dessert. They encountered Lucio's brother Nick Franchetti and some of his men, however the bikers killed them and left Nick for dead. Nick however was able to shoot Mick in the shoulder.
They were found by an old man in a cave who offered them rest. While resting, the old man used The Talisman to transfer the souls of The Horseman from their previous vessels.