The wikipedia page does not make any mention of them. I'm playing it and haven't yet heard any mention of who they are.
51 Answer
Based on the sub-titles of the games, Darksiders seem to be the horsemen themselves and the game is the telling of each darksider's, aka horsemen's, tale. The original game's full title is Darksiders: Wrath of War as described by the wiki page. The second game is known as Darksiders II: Death Lives as described by the trailer video. It also fits the description of the horsemen race of Nephilim as stated by the wikia.
Nephilim are an ancient and endangered race older than both Angels or Demons (they are Old Ones along with the Charred Council etc) made by The Creator to be protectors of Mankind who fought against the Darkness with great ferocity. But the primitive Nephilim, flawed and corruptible, were finally exiled from the Light.
I interpret their name to describe their exile from the Light.