On Nethack's astral plane there live (undie?) three Riders: Famine, Pestilence, and Death. Where's the fourth? The game provides a clue if you try to tin a Rider's corpse:
Yes... But War does not preserve its enemies...
The full answer is to be found in the source code. File monst.c, line 2735 (in version 3.3.1):
/* Riders -- The Four Horsemen of the Apocalypse ("War" == player)
*/
That's right: you, the player, who have probably slaughtered thousands of creatures to get this far, are War. Be seeing you.