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Could a warband exist in which the leadership is split between a Lord of each god? Not a temporary alliance either, a long standing multi-god force.
Cult troops, cultists, marines, daemons, all coexisting. I'd imagine they'd need strong leadership, extremely strong to keep everyone from killing each other. Could they get use to each other or would it fail miserably?

Isn't that kind of the majority of Chaos since most of them are "Undivided" which basically means they worship it as pantheon or even as one being split into four?

http://warhammer40k.wikia.com/wiki/Chaos_Undivided

Yes, it's called The Black Legion.

You're looking for the Black Legion specifically, or a warband from that legion anyway. The other Undivided Legions aren't crazy about the use of cult units.

MarsNZ wrote:
You're looking for the Black Legion specifically, or a warband from that legion anyway. The other Undivided Legions aren't crazy about the use of cult units.

Back in my day the only Legion that had cultists was the Alpha Legion D:

But I played Word Bearers and really wished I could have cultists as it made so much sense.

 Tinkrr wrote:

MarsNZ wrote:
You're looking for the Black Legion specifically, or a warband from that legion anyway. The other Undivided Legions aren't crazy about the use of cult units.

Back in my day the only Legion that had cultists was the Alpha Legion D:

What day was this? Black Legion have been using cult units since 2e at least (I never played RT).

edit: I see you meant cultists. Cult units refers to Bezerkers, Plaguemarines etc.

Didn't even think of them. Thanks!

Red Corsairs are the same thing. Huron is blessed by all the gods and pays (not prays to) each of them with his actions. His Corsairs pray to whoever they want as long as they get results. There's a few references in fluff to Berserkers and Noise Marines and Sorcerers, and the Apocalypse book Pandorax has a Plague Marine Champion leading Huron's forces for a time. Now, if these are Legion troops, I don't remember, but I'd still call them Cult troops.

The Chaos gods are worshipped as Chaos Undivided by the Word Bearers, Black Legion, Night Lords, and Alpha Legion. The two latter are somewhat more iffy on direct worship though.

Night Lords do not worship anyone, openly that they are aware of. They have the same viewpoint that militant atheists do on Christian religions on facebook but back it up with a bolter. Most chaos manifestations are likely to be very subtle outside a few select lords and the warp talons. Alpha Legion depends on the warband but really isn't big on religion but are more likely to use it than the Night Lords. Iron Warriors hate mutations and probably do not have a big Tzeentch following, and are a bit too stoic to be following Slaanesh either. I know there are berserkers in the IW in the fluff and don't have a hard time seeing Nurgle troops as well.

The only two legions which are really multi-god and embrace it are Black Legion and Word Bearers.

Only a ridiculously strong leader like Abaddon or Be'lakor would be able to rally all these opposing god forces under his banner and make them work together for Chaos.

 Tinkrr wrote:

MarsNZ wrote:
You're looking for the Black Legion specifically, or a warband from that legion anyway. The other Undivided Legions aren't crazy about the use of cult units.

Back in my day the only Legion that had cultists was the Alpha Legion D:

But I played Word Bearers and really wished I could have cultists as it made so much sense.

cult units = plague marines and noise marines etc.
cultists = the cheapo troop guys.

just for clarity.

Okay there is black legion, which is kind of the basic chaos undivided. But I'm saying can 4 Chaos lords, fully devoted to their god. Work together as a functional terror? Could this sort of culmination succeed?

Sorta but not really. Old fluff had it that the followers of Khorne were subject to hatred towards followers of Slaanesh (and vice versa) while the same was true between Tzeentch and Nurgle. They have relaxed this in the table-top rules but, fluff-wise, the followers of the individual gods hate the followers of other gods.