1 {scene: The Parthenon at night. Four burly men approach the Joneses.}
1 Security Guard: Oy! Get away from there before we pickle you with herring!
1 Monty: Who are you?
2 Security Guard: Security. I'm Olaf, this is Gunnar, Erik, and Sigurd.
3 Monty: The Greeks hired Scandinavians to guard the Parthenon?
4 Security Guard: Of course. We're the Four Norsemen of the Acropolis.

The Four Horsemen of the Apocalypse are a group of riders mentioned in the biblical Book of Revelation as being destined to ride forth during the Apocalypse, or the foretold end of the material world when, basically, all Hell breaks loose (somewhat literally).

The four horsemen are traditionally named as Death, Famine, Pestilence, and War.

Which aren't as nice names as Olaf, Gunnar, Erik, and Sigurd.

The Acropolis is simply the big hill in the middle of Athens on which the Parthenon and other interesting bits and pieces sit. "Acropolis" is actually a generic term used to describe any "high city" located on a hill within or near a Greek city. The one in Athens just happens to be the best known. And the best guarded by Norsemen.