What it had to take to be feared for centuries? Or what it had to take to be remembered for millennia? Yes, they were immortal and nearly impossible to kill if you don't know how, yes, they killed and burned and pillaged a lot and for a very long time... but come on ... there were only four of them... and yet they made it into to the Bible... that even an author of it believed that if there is going to be the end of the world, it will brought on the hooves of their horses...
So what it had to take really? The answer is simple - they always returned... It could take ten years or thirty or even a century for them to return, but they always returned... always returned to the place where they killed and burned and pillaged never giving people a chance to forget them and what they have done and forcing people to realize that if they have returned once they can do it again, and again, and again... generation after generation...while the memory of the Four Horsemen were still fresh so people would fear and remember... and they remembered...
No surprise in that actually because usually it were Death's task to plan the raids and keep people "informed" of the Four Horsemen well-being and presence. That's why they always returned... and returned in time. There was not a single exception. Not even one. If you don't believe me ask Methos...
...at the gates of Minas-Tirith...
'What an irony" – Methos thought. Although he has changed his ways long ago he was still keeping on returning, and now it was Minas-Tirith's turn. Last time he was here probably made it into the chronicles of the city, but he didn't know for sure and he didn't want to know in the first place. He was so desperate to return to Earth back then that he was going to do it at any cost, so he arranged his departure in the very library of the city where he has found an ancient scroll that explained how to do it. It wasn't very hard to do actually because to open the gates between the worlds were easy as a pie. The trick was that to close the gates properly without causing a massive explosion were much more complicated, but after the moment of crossing the gates it wouldn't be His problem anymore right? So he took his chance. Selfish? Yes, but heck at that moment for him it was already a huge progress that he wasn't killing just for fun anymore!
And here he was at the gates of Minas-Tirith once again and like it wasn't enough only him alone for a poor city this time he has brought some old friends with him. Well old habits are hard to eradicate.