To expand on what CotE was saying, the warpis a psychic realm linked to all races capable of birthing psykers and perhaps even those who don't. It "feeds" essentially on emotional currents in the materium, and the four most base emotions are what gives rise to the gods of Chaos.
Physically, the warp is nothing. It's a realm of thought and feeling and it responds to actions and events in the materium for the most part. For example, the feeling of rage and any action taken as a direct result will feed Khorne, regardless of whether the act was done in his name or not. The pursuit of knowledge or the act of deceiving feeds Tzeentch, and so on. It should be noted that worship of the Chaos gods is not required for them to feed.
In this manner, some gods might temporarily hold sway over the others. However, so long as all their base emotions remain firmly in the mortal psyche, none of them will truly be able to be killed.
Nonsense is our Salvation