Two important letters from Michelangelo to Fattucci, written in October 1525 and April 1526, show that he had then abandoned the original scheme (for the Medici tombs), and adopted one which was all but carried into effect.
I am working as hard as I can, and in fifteen days I shall begin the other captain. Afterwards the only important things left will be the four rivers. The four statues are on the sarcophagi, the four figures on the ground which are the rivers, the two captains, and Our Lady, who is to be placed upon the tomb at the head of the chapel; these are what I mean to do with my own hand. Of these I have begun six; and I have good hope of finishing them in due time, and carrying the other forward in part, which do not signify so much.
The six he had begun are clearly the Dukes and their attendant figures of Day, Night, Dawn, Evening. The Madonna, one of his noblest works, came within a short distance of completion. SS. Cosimo and Damiano passed into the hands of Montelupo and Montorsoli. Of the four rivers we have only fragments in the shape of some exquisite little models.