Four struggling magicians are plucked from their day-to-day acts and each is summoned via a tarot card to rendevous at a certain time and place.
Lured in by the promise of, I'm not sure what, the four arrive at a New York apartment and uncover plans for a magical mysterious bank heist.
Fast forward a year and the group are now a worldwide illusionist act known as the Four Horsemen. The reference is alluded to later in the film, although it's not made obvious.
So for much of the film you're left wondering if there is something more to the name, or not, or if a fifth horseman is really pulling all the strings, or if the name is something symbolic of Biblical times that might be revealed later.
In fact, throughout much of the film the audience is left slightly out of the loop and a little confused about how much of the plot it is meant to follow.