"Horn is the soul of the orchestra." - Robert Schumann
Horn joined orchestra in middle of 16th century. At the beginning, horn was only used as sound effect (hunting signal) in opera. However, once horn technique and the instrument itself was developed, horn became an integral part of any orchestral composition.
There is one last thing I want to mention. When I was in a symphonic band at school, I always wondered why 3rd horn always get to play some nice and high stuff while 2nd horn only play something low. It is obvious that 1st horn always has the best solo part and the 4th horn always play something low. Since 1 is high and 4 is low, isn't 2 supposed to be higher than 3? I only found the answer to this question about during my undergraduate studied.
The answer lies in the instrument that was first used back at that time. Horn at that time (or what we called 'natural horn' today) can only be in one key at one time and usually come in a pair. (click here for a great explanation about overtone series by Prof. Jeffrey Agrell or here for an article by Dr. John Ericson) If the composer want to change to a new key, new set of horn is needed. Instead of asking player to changed to a new horn during the performance, composer would add an additional pair of horn which will be using a different key from the first pair, for example, first pair is in a key of F, and the second pair will be in a key of C. The former became 1st and 2nd horn and the latter became 3rd and 4th horn like what we know today. This is also why there are four horn in an orchestra or band!
Now let's listen to some music.
Below are some nice excerpts from orchestra repertoire that consists of four or more horns.
F. Haydn: Symphony no. 31 'Horn Signal' - solo horn quartet excerpts from 4:53 to 6:16 beautifully played horn section of Academy of St. Martin-in-the-Field.
(Early) Romantic era
C.M. von Weber: Der Freischutz Overture - another famous horn quartet solo featuring horn section of the Berlin Philharmonic back in the '80s!
R. Wagner: Das Rheigold - excerpts from Prelude where 8 horns are playing the same thing but coming in at a different time. Stunning effect.
Performed by horn Section of the Vienna Philharmonic Orchestra
20th Century era
Benjamin Britten: Young's Person Guide to the Orchestra - Britten wrote this piece as, the name state, a guide to the orchestra. It represents all instruments of the orchestra by giving each section a solo before combing together at the end.
Here is the horns from Chicago Symphony Orchestra