Who comes back with Christ on the white horses?
When Christ returns as the white horse rider in Revelation 19, He is followed by the armies of heaven, His Church, who ride white horses of their own and are clothed in fine linen, white and clean.
Revelation 19 shows Christ, the Word of God, riding forth on a white horse to make war on the antichrist kingdom. Right behind Him come the armies which were in heaven, and Scripture says they followed him upon white horses, clothed in fine linen, white and clean. This means the saints, the Body of Christ, share in this ride, coming with Him rather than being left behind.
This is described as the same Rider who brings judgment to the wicked while simultaneously bringing salvation to the people of God, and His Body, the Church, is seen riding white horses into battle alongside Him. So the ones who come back with Christ on white horses are His heavenly armies, His faithful ones, arrayed in the same fine, white, clean linen that marks their purity and readiness for this final battle at Armageddon.
Importantly, though the armies of heaven ride out with Him, the actual weapon of war is not a physical sword or bow in their hands, but the sword of His mouth, His spoken Word, which alone proceeds forth to smite the nations. The armies simply follow Him in this glorious procession as He goes forth to conquer and to take His place as King of Kings and Lord of Lords.
The scriptures
And I saw heaven opened, and behold a white horse; and he that sat upon him was called Faithful and True, and in righteousness he doth judge and make war. His eyes were as a flame of fire, and on his head were many crowns; and he had a name written, that no man knew, but he himself. And he was clothed with a vesture dipped in blood: and his name is called The Word of God. And the armies which were in heaven followed him upon white horses, clothed in fine linen, white and clean. And out of his mouth goeth a sharp sword, that with it he should smite the nations: and he shall rule them with a rod of iron: and he treadeth the winepress of the fierceness and wrath of Almighty God. And he hath on his vesture and on his thigh a name written, KING OF KINGS, AND LORD OF LORDS.
And I saw the beast, and the kings of the earth, and their armies, gathered together to make war against him that sat on the horse, and against his army. And the beast was taken, and with him the false prophet that wrought miracles before him, with which he deceived them that had received the mark of the beast, and them that worshipped his image. These both were cast alive into a lake of fire burning with brimstone. And the remnant were slain with the sword of him that sat upon the horse, which sword proceeded out of his mouth: and all the fowls were filled with their flesh.
From the books
This answer is drawn from these passages in the Mary Banks Faith Library.