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I know that the Black Legion has its own units of CSM that are pretty much identical to those found in Legions like the World Eaters and Death Guard, with often just their armor painted black and gold and their allegiance fully to Abaddon. But within other Undivided Legions, are there any examples of Marines whose allegiance and abilities mimic that found in the Big Four? I remember reading somewhere about a Word Bearers battalion that dedicated itself exclusively to Khornate worship, but that's it. Are there phenomena like Rubrics in the Iron Warriors, rotting Plague Marines in the Night Lords, Alpha Legion Berzerkers, Noise Marine Word Bearers (this last one would be especially interesting considering that the WB usually hold the Emperor's Children in contempt for their decadence)?

I think that there's a lot of nuance to the question, specifically because people usually look for a way to explain having those units there, not if they ought to be in the first-place. I've seen three explanations, in order from most likely to least likely:

1: the simplest answer and by far the most common, mercenaries. Khayon was a Thousand Son that joined the Black Legion, there are no Black Legionnaires that ever became Rubric Marines. It is purely a phenomena among the Thousand Sons. So the Word Bearers "converting" some Emperor's Children to their legion.

2: The next step removed would be that some Legions have uncovered the process for creating these God-specific units, where applicable. I.E. Black Legion apothecaries learning the secret to the Berserker surgery, and Iron Warrior apothecaries mimicking it. Obviously only applicable to the Legion units who are possible to recreate, like the Berserkers and Plague Marines. With the Word Bearers, you could argue that their noise marines were reverse engineered: they found a cache of the weaponry and used it, then the users were slowly corrupted by Slaanesh as a result for using the weapons.

3. The third possibility, and probably the most rare and least likely to occur in a story to its unimaginative nature of the three, is that there are some Marines that have experienced an eerily similar but not exact transformation as the God-specific ones. Surely not only the Emperor's Children have applied tremendous amounts of drugs, imagined up sonic-based weaponry and conveniently paired the two together to create a unit of Music Havocs or Sound Devastators?

Before Khayon joined the Black Legion he was a mercenary, and I can imagine he wouldn't be the only legion-less mercenary hiring out services to warbands that could afford his particular prices. A particularly religious Sorcerer might fall in with Word Bearers, or perhaps a Word Bearers Heavy Support Squad might have gotten into the habit of rousing hymns that attracted the notice of Slaanesh (Slaanesh knows Havocs have a habit of beseeching him before unleashing cacophony). Iron Warriors would want units of Berzerkers handy for those forlorn hopes that can't be accomplished with daemonic thralls. And how do you know that the Alpha Legion hasn't infiltrated a cult or five?

Or heck, it's not un-known for warbands in the Eye of Terror to scavenge each other's wargear, so maybe having wiped out a bunch of Rubrics/Noise Marines/Berzerkers, the Night Lords/Word Bearers/Iron Warriors/Maybe Alpha Legionnaries find the machine-spirits of their equipment leading them down the garden path.

The old answer was simply mercenaries you added to your core warband as needed. Now with the faction keywords things take a little more explaining, like just why my Alpha Legion troops took up a cult. Since they are Alpha Legion and not just ordinary cult mercs.
Fortunately the only answer you need to have for gameplay is "just because"