Classic duskwood, I remember doing some quests on that big graveyard and mor ladim was always there, watching us and killing us if we got to close. Also there was that kinda long questline in the east northern area which i remember as kinda creepy.
In general I thought northrend, while not super creepy it definatly had the best, most depressing atmopshere in general, I always felt the threat of the lichking.