Setting:Brighthammer 40,000/Lords of Order
History
The terrible Great Old Ones, once they had mastered the evolution of life in the Materium, set their sights upon the (then) calm waves of the Immaterium. Soon discovering how to form living beings in their image, they set upon creating entire races to empower their Warp creations. Under threat of tremendous torture or the destruction of the entire world, countless Warp Horrors were born and enslaved by the Great Old Ones.
Some of them, often spirits that were only formed by bitter resentment against the "official" gods and half-formed curses underneath prayers, were not made to like this fate or existance in the least and, once the inevitable rebellion started to topple the Old Ones, sided with rebels. Among those were the Eldar Gods (already a formidable force in their own right) and countless lesser spirits.
Some of the spirits started merging together during those centuries; if by right of conquest or simple similarity in existance, nobody knows. This process was sped up after the ascension of the Ork brainboyz Gork and Mork and the rise of the Universal Destroyer.
Finally, three of the four Lords of Order (Nurgle, Khorne and Tzeentch) became their modern form. Holding the chaos of the Destroyer back was, for a while, paramount. Nevertheless, the Initiates of Order's teaching were a great support and soon they were openly worshipped.
As the Destroyer was vanquished with the help of the newly created Slaaneesh, the three Lords of Order became four without overt conflict.
When the Adepts of Unified Order formed, the Lords supported them in their conflict against the empire. Only tithes in the form of several Primarchs and assurances that the Initiates of Order (and with them, any worship of the four Lords) would not be surpressed, stopped a war between the Lords and the Emperor.
As they are by their nature beings of stasis, the Lords have gone back to guarding their worshippers, soothing the tides of the Warp, and surveying their domains.
The Lords
Nurgle
Papa Nurgle is the god of compassion; he care for all creatures, no matter how small. He is still a god of sickness and disease, but he cures them in Brighthammer rather than inflicts them. Nurgle is a lord of stability, even among the other lords of Order. If he has a weakness, it is that he is unchanged and forever unchanging. He helps to build civilizations, and is a bringer of law, order, and stability. However, he is not adaptive, and some find his embrace stifling. He is not necessarily a good guy; his followers sometimes are highly oppressive.
Khorne
Khorne is the noble lord of war. He is still a war god, but a god of honorable combat. He sits upon a throne throne of Relics. The Throne of Relics consists of captured armor, arms, and various artifacts from Khornes honorably defeated enemies. He may gift those who please him with a powerful artifact selected from his throne. Khorne favors the strong above all else, and blesses those who are already mighty warriors. He does not, however, have much compassion for the weak, and does not believe in helping those who cannot help themselves. He has little compassion.
Tzeentch
Tzeentch is the most changing and adaptive of the Lords of Order, and is a god of powerful warp sorcery and knowledge. His ways are often dangerous, with a "leap before you look" sort of mentality. He is known for his cunning plans and endless schemes. Because he is the most chaotic of the lords of Order, however, he is also one of the weakest. It is his cunning plans that keep him in power.
Slaaneesh
Slaaneesh is the god(ess) of passion, created by the Eldar to assist them with their ascendence to the warp. This does not me he/she is all pink hearts and kindness, however. Slaaneesh is the lord of excess, of passion, and volatile emotion. People fall in and out of favor with Slaaneesh on mere whims, and those who get his/her attentions and refuse them do not end well. Think of Aphrodite here - she was not kind to those who stood in her way. Slaaneesh is vain, ill tempered, and very easily offended. When thinking of Slaaneesh, remember the story of Eros and Psyche. Love does not mean good or nice.