Did you google "axis angle matrix" and look at the first hit (wikipedia)?
Rotation matrix from axis and angle
For some applications, it is helpful to be able to make a rotation with a given axis. Given a unit vector u = (ux, uy, uz), where ux2 + uy2 + uz2 = 1, the matrix for a rotation by an angle of θ about an axis in the direction of u is
EDIT: For a 4x4 matrix the bottom right corner will be 1 and the other entries on the 4th row and column will be 0.