"With the thirty seven keys of Tzeentch, we open the way for our brothers. With the thousand whispers of Slaanesh, we call to them. With the twelve plagues of Nurgle, we fell their enemies. And with the mighty axe of Khorne, we cut open the world for them."
- – Amphion and Zathus, Dawn of War: Dark Crusade
"Evils draw men together."
- – Aristotle
Chaos Undivided is the in-universe theory of Warhammer 40,000 and Warhammer Fantasy that worshiping (and seeking the favor of) all four Chaos Gods allows followers to draw on the strengths of all four Ruinous Powers without their weaknesses. Well, it is just a theory. In the older fluff of 40k and the current fluff of Warhammer Fantasy went even further with the idea, noting religious practices that pay homage to Chaos itself and practices that see the Big Four as a pantheon, or even as facets of Chaos, with the entirety of it being an extension of all things both in the Realm of Chaos and in the material plane. In the latter interpretation, even the Chaos Gods are pawns of fate in the grand scheme of things.
This theory was first postulated in 40k by Lorgar, Primarch of the Word Bearers Legion; even today, the Word Bearers are still the primary followers of Chaos Undivided. although the Black Legion is also a notable follower. Fantasy Chaos Undivided appears more as the secret truth to Chaos, and tends towards only representing the best among the best Chaos worshipers, with Everchosens uniting the varied mono-god groups unto a horde (that falls apart after their death usually).
Note that many followers of Chaos merely exploit the power of Chaos for their own good (or at least try to) and have no real religious affiliation with the gods. However, these groups are sometimes referred to as followers of "Chaos Undivided," although the more accurate term is "unaligned." This primarily applies to Traitor Legions like the Iron Warriors and Alpha Legion, as well as some renegades, like the Red Corsairs. The current Fantasy Everchosen Archaon, as well as Be'lakor, only see Chaos Undivided as the path to their goals; in the former case the destruction of all things, and in the latter to undivide Chaos and become it in its entirety (a desire also shared by Nagash).
Followers of a single god (such as the World Eaters, Thousand Sons, Emperor's Children, or Death Guard) as well as most Warriors of Chaos hold that followers of Chaos Undivided are weaklings that cannot choose a single god to venerate. It is true that followers of Chaos Undivided will never be held in the favor that single-god worshipers will; however, Legions of Chaos Undivided are also the only Legions that have not fractured into disunited warbands and are actually able to maintain the drilled discipline one would expect of the Space Marines. Likewise the only Chaos Warriors that have ever achieved much of note in the Warhammer World are those who join the various Everchosens in their journeys.
The most well-known to /tg/ follower of Chaos Undivided would be the fang-toothed woman who calls herself 'Cultist', with a close second being her long suffering guardian.
Chaos Undivided used to be thought of as a force of its own, not dependent on the Gods, but Aaron Dembski-Bowden has said that that isn't canon in 40k any more. This is fail as it would be a cool reason to be Undivided besides just trolling the single god lovers. It also would justify the existence of the Black Legion and Word Bearers.
Chaos Undivided had its own Mark for about one edition in both 40K and WFB, granting the ability to reroll Psychology (WFB) or Morale (40K) checks; a handy ability, but which got dropped in all subsequent editions.
Furthering the unfair gypping of Chaos Undivided is the newfound inability for Unaligned Chaos players to get anything nice. Both versions of Warhammer now demand a player Mark a Daemon Prince to one of the Four before it can be fielded, and even Black Crusade retconned that it's simply impossible for an Unaligned Heretic who reaches 100 Infamy to ascend to daemonhood unless he or she swears loyalty to Khorne, Slaanesh, Tzeentch or Nurgle in its Tome of Decay expansion. Any GM who understands that Lorgar (Type A, serve them as a Pantheon Undivided) and Perturabo (Type B, don't give a fuck about Gods Undivided) are Daemon Primachs disregards this rule. And they're just the most (in)famous examples, as there were many other Undivided Daemon princes in the fluff such as Barban Falk (Iron Warriors novel series), Kernax Voldarius (Alpha Legion Daemon Prince headhunted by the White Scars), Periclitor the Foresworn (Word Bearers Daemon Prince and Howling Griffons arch nemesis) and Kor Megron (Word Bearers Daemon Prince in the 6th Edition Codex that ascended after proclaiming glory for the dark gods. Note the plural). Note that several of these are (were?) still active even in recent Games Workshop Studio fluff.
Even more confusing is the existence of Be'lakor, who is now retconned into being being the first and only Daemon Prince of Chaos Undivided. While Fantasy had no big compunctions on this claim and instead actually gives an intriguing motivation as he's the guy who choses the Everchosen yet can never become one himself, the far future makes him a lot more confusing. If he really was the first and only daemon prince with the support of the big four, then what the hell does that mean for Lorgar and Perturabo above? Even worse, what'll that mean when Abaddon or Archaon finally shuffle off the mortal plane and become daemons?
See, when Be'lakor became a prince, it was under the notion that he was now the plaything of the big four. Problem with that is that he eventually grew serious parent issues, leading to the point where he's actively killing other servants of Chaos to get back his number 1 spot, and one must wonder why the Gods would let that repeat itself. Of course, the cases of Archie and Abby are kept in check by the fact that the big guy's merely guiding them along until he finds the chance to backstab them both to get his spot back. Or in Abaddon's case, he recognises that the Despoiler rejects daemonhood in favour of independence. However, that won't necessarily prevent them from ascending, especially when two literal demigods of war (and a few lesser guys) already slipped past him as Daemon Primarchs of Chaos Undivided (Perturabo received the offer because he wasn't going to pick but needed to be taken care of and Lorgar received it in exchange for selling the universe out).
And now with Master of Mankind, the daemon in Abbadon's sword has been revealed to be of Chaos Undivided as well. Drach'nyen, see, is the daemon born from the first time a human murdered another (not just killed, it's specified, but murdered). The act reverberates through the Warp on so many levels that every God's "choir" sees something of themselves in Drach'nyen, so it wouldn't be attacked as a daemon of Nurgle would a daemon of Tzeentch, for example. So yeah, daemons of Chaos Undivided are alive and well at the cutting edge of the fluff. Invariably they are incredibly powerful. There are also some ancient Daemon Kings who were usurped by the four and bent the knee in exchange for survival and do their own things in the great game as well, though these guys are Undivided only through technicality.
Another example of a Greater Daemon of Chaos Undivided was Madail, who worked under the commands of all four Chaos Gods in an attempt to corrupt Sanguinius into replacing Horus as the Warmaster of Chaos.
So the issue all boils down to GW being unable to keep their own lore straight, yet so terrifyingly afraid of actually retconning anything. And still they retcon in the most idiotic way. Noteworthy example is
Warhammer Fantasy, now called Age of Skubmar Age of Sigmar or the recent editions of 40k.
Heck in one of the most recent novels a Iron Warrior Chaos Champion ascended into a Daemon Prince. He fought during the Heresy and worships all Four Gods, though begrugdingly at times.
TL;DR Chaos Undivided has common sense combined with Warp-empowerment and so is full of win and sanity. You don't need the favor of one Chaos God when you can combine cunning with strength and endurance and perfection. Really, it seems Chaos Undivided forces are usually only against the Imperium because of a grudge which leads them to extremes such as spikes and mutilations and human sacrifices for power.
In an odd way, it might be possible that Chaos Undivided is favored most by the four gods and we just haven't realized it. Ignoring the obvious success enjoyed by Chaos Undivided far beyond that of any singular devotions, Chaos Undivided followers (whether through worship or not) don't fall apart, are largely not self-destructive (other than the regular old backstabbing of rivals), and so Chaos can feed off of their psyche smaller amounts of what they want than from their own followers but that amount indefinitely grows as the Undivided followers' numbers and individual power also grows.