War, Pestilence, Famine, and Death. The Midgard Serpent and Fenris. Kalki. If you're a god of the end times you're in good (or bad, depending on your point of view) company. The end of things isn't always the end though. Gods of the Fall predicates a cyclical rise and fall of gods. So too does Norse myth and the Hindu faith.
In the west though if anybody has an edge on the market for end times tales its the Abrahamic faiths. Christianity in particular. War, Pestilence, Famine, and Death ride in on horses and bring out the beginning of the end. The thing is those four aren't evil, not as such, they are heralds. Harbingers. Agents of God (capital "g" here). The Bible has the four horsemen arrive when the first four of seven seals are broken. The horsemen are agents of the end, yes, but they aren't evil as such. More like forces of nature.
Or maybe they are normal folks who one day realize they are being called to service in God's name. What would you do if you realized on day that you were the incarnation of the Horseman of Famine? Would you embrace your destiny, and in so doing gain greater and greater power of your Dominion over Famine? Or would you find a way out of your fate, try and fight against the will of God? What happens if the Four Horsemen aren't terribly keen on the whole Armageddon thing?
It's not a far stretch at all to use Gods of the Fall's dominion rules for the Horsemen. With four players and four Horsemen you have ready made character arcs, and with the improvisation rules I discussed last week the players have a decent amount of room to play with their dominions. You could pitch this as a game about the players trying to skirt the end of all things, or as a "villains" game where they eagerly tear down the world with a goal of bringing about the promised paradise that comes after.