Nonmagnetic particles in a carrier ferrofluid acquire an effective dipolar moment when placed in an external magnetic field. This fact leads them to form chains that will roughen due to Brownian motion when the magnetic field is decreased. We study this process through experiments, theory and simulations, three methods that agree on the scaling behavior over 5 orders of magnitude. The rms width goes initially as t(1/2), then as t(1/4) before it saturates. We show how these results complement existing results on polymer chains, and how the chain dynamics may be described by a recent non-Markovian formulation of anomalous diffusion.