Although they did not make an appearance in Darksiders (save from a brief hint at their existence), we never got to see any other Horseman than War during the course of the game. However, in a somewhat presumptuous but welcome move, it has been confirmed that all four Horsemen of the Apocalypse have been designed.
Vigil's Joe Madureira wouldn't give details, but simply said "Yes, as a matter of fact," when asked if the other three Horsemen, known as Strife, Fury and Death had been designed. He said that he "cannot confirm or deny" the possibility of a sequel, but that "obviously, we would love the chance" to make one.
My hope is that Strife and Fury are replaced with Famine and Pestilence/Conquest, since it's silly to call them anything else. Anyway, our review for Darksiders is coming today, and we have more than a few good things to say about it. Stay tuned for that!