I read this in an anthology back in the 90's, but haven't been able to find it again. the gist of it is that the Apocalypse starts during WW1 but no one notices because each of the seals is lesser than the acts of war. For instance, The trumpets are drowned out by the noise of battle, the rain of fire is unnoticed among the bursting artillery, Wormwood does precisely nothing because both sides just don gasmasks, etc. The most memorable part is when when the four hoursemen get pinned down by machine gun fire in no mans land. I had thought it was in my old Hugo winners anthology, but it isn't.
This is exactly what happens in "Ils ne passeront pas" by Harry Turtledove.
The Apocalypse occurs during the Battle of Verdun, and it isn't that bad by comparison. In particular, the cavalry charge is entirely ineffective against the machine gunners in the trenches.
According to the Harry Turtledove wiki, this story appeared in the collection Armageddon in 1998 and in the collection Counting Up, Counting Down in 2002.