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About a third of the characters depicted in the art book (available as a pre-order bonus) actually made it into the game.
The game was originally meant to have four player co-op, with each player controlling a different Horseman. Apparently this was a far grander vision then they were capable of executing. There was also going to be a character called The Hunter: the gun-toting last survivor of mankind, understandably quite pissed at War and serving as a boss.