The Keyblade War
Years before Sora's adventure, there was a great war. In a place between worlds, there were those known as "Chasers", those who had manifested great power and chanelled it through weapons they experly crafted known as the Keyblades. There were four Chasers.
The Chasers all had to power to create, save, destroy and lock world's hearts. Their keyblade gave them enough power to unlock the energy of a worlds physical heart and be able to move from world to world.
The Chasers began to follow their own ambitions. In the place between worlds, where all of their keyblades laid to rest, the four seperated. Two followed the path of light, bringing life to the worlds, following the paths of Light and Twilight. The other two, they grew unhappy and decided that those who did not respect them should perish. They followed the path of Darkness. They began to bring destruction to worlds, destroying them.
One of the two Dark Chasers realized the faults in his ways and decided to back out. Much as Riku did, this Chaser follows the path of Dawn back to the Crossroads where he is forgiven for his ways. The final Chaser, the one they called Xehanort, would not give up, would not give in. The war began, it is unknown for how long this terrible time lasted. It has been recorded though and the Chasers are much like gods.
The war was either between great armies or just between the four Chasers, either way, the Dark Chaser, the Dark Keyblade Master known as Xehanort fought against the others in a great Keyblade war.
Xehanort was defeated, and with that, he lost something dear: his memory. Cast away he was born again by sleep. Waking up in the world of Radiant Garden, almost dead, a great Saint known as Ansem found him and offered his assistance. He promised to help him and when he realized the man's memory was gone, he offered to help restore it.
The Chasers each had the ability to spread their power to a disciple or their spirits lived on through a bloodline or chosen ones. Passing their power on to make sure to Order of the Worlds was kept safe.
One Keyblade went to the King of all the Worlds: Mickey.
When Xehanort began to believe he was in fact Ansem, his fascination with the Keyblades grew. Unknowning even to himself who he was.
When the Heartless were born and began to create chaos, Riku was chosen to weild the next Keyblade, to save the people from destruction while Mickey was in the World of Darkness. But, Riku's heart was tainted by his willingness to let darkness overcome him and the Keyblade was passed on to Sora.
After being selected first and later overcome by Xehanort, Xehanort was able to harvest his power to reclaim his Dark Keyblade and thus, Riku was able to have his own.
The final Keyblade was unnecessary until later, when the goodness and innocence of Kairi was able to bring hope to the other Keyblade Weilders and she too was chosen.
Roxas only had ones because he is an element of Sora.
After their adventures had ended, Mickey sends a troubling letter to Sora, Kairi and Riku. A letter that reveals Xehanort's next plot. That he has perhaps remembered his true self. A plot to destroy the other Chasers, a plot to be the one and only Keyblade Master.
A great beast is sent to the Crossroads between worlds but is slain by one of the Chasers. The others appear from their selected paths and reclaim their Keyblades, as though they haven't been touched in a long time. They look to the road of Darkness and the shady figure of Xehanort moves forward. Through his time within Riku, he is essentially "reborn" and while Riku tries to remove him, he is never gone. With enough power he returns to the Crossroads and a great war is about to begin once again. One that will decide the fate of the Chasers and all of those who hold a Keyblade...