Even though I would highly recommend watching the first 3 seasons, I know not everyone has the time to watch 33 hours worth of televison. So this will act as sort of a cheat sheet for when the new series begins on Netflix this fall. Over the course of this article I'll be covering all the characters and story arcs you need to know before watching S4E1.
As always with something like this -------
Walter Longmire - the main character, and aging sheriff of Absaroka County. Walt's wife was murdered just before the series began back in 2012 causing him to go into a shell, and or disappeared (depending on what character you believe), making his then two deputies think he was not doing his job at 100% any more and was thinking about retirement. After finding out who killed his wife, Walt went to confront him, but was beaten almost to death. After going to his long standing friend Henry, Henry has a man go and beat the killer half to death. But then suddenly the killer is mysteriously killed. This causes a problem for Walt and Henry further down the road in Season 2. After discovering the truth Walt finally takes his wife's ashes out and allows them to be blown into the wind. Once he comes home, Walt hears a gun fire going off. The closest house to his is that of his deputy Branch Connolly.
Cady Longmire - Walt daughter and love interest of Branch Conally. It is not a pairing her father believed in and Cady and Branch separate towards the end of season 1 but have an on again off again relationship in the second and thrid seasons. Branch in a moment of love offers to drop out of the race for Sheriff but Cady tells Branch she 'doesn't want [him] to change [his] life for [her]." This only left Branch with two options, to run and defeat Walt, or Quiet. Cady is told by Walt that her mother died of cancer instead of being murdered. This upset her so badly she ran off to Denver to try and find out the truth on her own. Cady is almost killed at the end of Season 2 by David Ridges because she was driving Natives off the reservation to allow them to vote for Sheriff. In season 3 Cady acts as Henry's lawyer and gets him out of prison with a little help from Walt, Henry, and even Branch. Cady realizing Branch is losing his mind leaves him in Denver to go further into the darkness. At the end of Season 3 Cady is back in Absaroka County celebrating her win.
Victoria Moretti - Vic, as she goes by is one of Walt's deputies, and the one he teams up with the most. Vic is married but still wants a romantic relation with Walt. In her former life, before moving to Absaroka County Vic turned a fellow officer in because he was breaking the law and this caused the officer to kill himself. This made Vic's lover Ed Gorski (she was also cheating on her husband back then as well) to ghostlight her. He and other officers do this so much that her husband Sean puts in for a transfer, making them move to Absaroka County. At the end of Season 3 Vic is getting a divorce from Sean.
the Ferg - The new kid, well before Vic was hired. Ferg was hired by Walt because his father had asked him to. Ferg is friends with Branch, but when it comes to being allied with either Walt or Branch Ferg will choose Walt. Ferg is not thought of by the other characters as the smartest, but he's proven himself in multiple episodes. At the end of season 3 Ferg is hopeful Branch will be allowed back into the police department and is shown giving Vic a dirty look when Branch is pushed away.
Henry Standing Bear - Henry is Walt's childhood friend and the two are more like brothers. Henry is framed for the murder of Walt's wife at the end of Season 2 and by the end of 3 he is freed when the real killer is caught. At the end of season 3 Henry is freed from all charges and loses his Bar to Malachi.
Jacob Night Horse - The main bad guy of the series, Jacob is the man who helped put Walt's Wife's death in motion. He allowed Barlow to 'barrow his solider for one night'. Jacob is the richest native on the reservation. Jacob is building a casino on the land. At the end of season 3, Jacob's serest is discovered by Branch but will the world find out he helped kill Walt's wife.
Barlow Connally - Branch's father and brother of the former Sheirff. Barlow hates Walt with a passion and pays David to kill his wife and frame Henry. Barlow says he does this all for his son Branch, but at the end of Season 3 it appears he killed his son to save his own skin.
David Ridges - A 'dog soilder' who is so committed to his work he fakes his own death at the end of Season 2 and shoots Branch in the stomach. David spends the entirety of Season 3 hunting a tormenting Branch mentally. David tries to kill Walt at the end of Season 3 but Walt stabs him in the gut with a hunting knife in a fight to the death. It is known at the end of Season 3 David faked his death and had killed both Walt's wife and tried to kill Branch.
Malachi Strand - The former sheriff of the reservation. Malachi was corrupt and made the natives have to pay him for protection and to have anything looked into. Malachi was arrested before Season 1 by Walt and Herny. He was in prison and off the screen for the entirety of Season 1 and 2. Malachi has Henry beaten while he is in prison. Malachi even takes Henry's bar at the end of Season 3 so he can run dirty and fake money through it.
The In Between
Branch Conally - Walt's second in command in Season 1. Branch runs against Walt in the election for sheriff and loses by a small margin. Branch ask Henry if Walt would forgive him for running agents him to which Henry replied with a yes. At this point everything goes back to normal until Branch discovers that David Ridges was the one that tried to kill Cady. Branch is almost killed at the end of Season 2 collecting the superposed ashes of David Ridges and slowly loses his mind over the events of Season 3 because no one believes David is alive. Branch eventually, to prove he's not crazy kidnaps a native and force's him to take a drug Branch was given by David after he was shot by David. Branch is tossed out of the sheriff's department after Vic tells Walt what he had done and he goes to work for his father. While at his father's company Branch discovers that Night Horse and his father worked together to 'send Ridges down to Denver' and kill Walt's wife. But Barlow doesn't 'have time to make another fortune but [he does] have time to make another son' and he shoots and possibly kills Branch in the Season 3 cliffhanger.
Chief Mathias - Mathias doesn't like Walt, but does respect him enough to not toss him off the reservation, most of the time. The two have even been known to work together when it is in the best interest of his people. At the end of Season 3 Mathias is still the sheriff of the reservation and is living basically the same life.
Ed Gorski - Vic's former lover and ghostlighter. But when Vic and her husband are kidnapped by crazy survivalist Ed joins Walt in the mission to save her. At the end of season 3 Ed is still watching over Vic, but this time a a dark guardian angle.
Ruby - The secretary for the police department. At the end of season 3 Ruby is still living the same life.
Sean - Vic's husband who, after seeing what was going on between Walt and Vic by the end of Season 3 Sean decides to file for a divorce.
Now you know the characters and their stories, you can watch Longmire Season 4 when it saddles up and rides again back into the television landscape thanks to Netflix.
If you need more convincing here is a small music video which goes over the major storyline throughout season 2 and 3 of Longmire.