The Chaos Gods of the Old World

After millennia of struggle, the Empire of Man managed to secure enough allies that they were able to force the Warriors of Chaos and their bestial allies to go on the defense.
In a last ditch effort to prevent their mortal followers from being wiped out, the Four Chaos gods Slaanesh, Tzeentch, Nurgle, and Khorne themselves came into the Old World to crush the Empire of Man once and for all.
While there are arguments on the details, it is generally accepted that groups of heroes were able to bring down Slaanesh, Nurgle, and Khorne, but there is no clear consensus on how Tzeentch or even if Tzeentch died.
Supposedly Slaanesh uttered a curse with his final breath and caused Ulthuan to sink into the sea.  Nurgle uttered a curse with his final breath and unleashed a massive plague the likes of which had never been seen and Khorne uttered a curse with his final breath that caused magic to wither and weaken the world over.
There is no consensus on what curse Tzeentch unleashed or even if Tzeentch unleashed a curse.
Lots of people whisper that Tzeentch never really died.  Of course some question whether any of the Chaos gods can "die."  The West, and the world at large is currently plagued by the Four Horsemen of the Apocalypse.  Some whisper that the Four Horsemen are the Chaos gods of old reborn.
Strife is Khorne, Nurgle is Pestilence, Slaanesh is Famine, and Tzeentch is Death.
That's one theory, another theory is that new entities assumed these rolls, perhaps former minions of the Chaos Gods of the World that Was.