The simply titled "War" plays in several locations, the most notable of which is the Ragnaros fight in the Molten Core. It meshes so well with the tone of the battle and Rag's own quotes that it may well be WoW's first occurrence of boss music.
The original Stormwind theme, a powerful piece that reminds all Alliance players why they love their faction.
Likewise, the original Orgrimmar theme gave every Horde playing a feeling that at any moment they were ready to march to war.
Call to Arms, one of the original musical themes of World of Warcraft.
The theme for the Wandering Isle. Bonus points that part of this theme is a remix to a Wrath of the Lich King piece that focused particularly on an Old God, hinting that Old Gods had a major play in the expansion.
An excellent piece comes at the end of the Tanaan Jungle intro, where you and your allies are running as fast as possible to the docks, with the Iron Horde in hot pursuit, and this playing in the background, with Grommash Hellscream roaring that there is no place for you to run in his world.
Malach fits the Auchindoun Dungeon, and later when you are fighting the three warlocks Teron'gor has summoned and the last boss himself, the part at 2:33 in the video starts and you feel ready to tear shit up in Auchindoun and kick some demon ass.
As usual there is tons of music in each expansion that doesn't make it to the OSTs (mostly for raids added later). In Draenor we have Smack The Giant for fighting Gronn and The Shadows Awaken for one particular quest in Shadowmoon Valley.
The music in Arcanist Doan's room in the Scarlet Monastery. It plays elsewhere as well (including one place in the Molten Core). It's the last few seconds of a track called "Legacy" from the main game's OST (the rest of the piece isn't used).
Some of the Burning Crusade's ambient music is subdued but spectacular, be it the haunting swells of organs and strings in Terokkar Forest, or the ominous chants of Shadowmoon Valley.
The music for Shalandis Isle took new Blood Elf players by surprise, but in a very good way. It was so popular that Blizzard has since stuck it in Night Elf inns and the Temple of the Moon in Darnassus (possibly providing the first reason to hang around the city).
A Call to Arms doesn't appear very often, but you've gotta love the epicness of the second half. And the nice lead-in from the first. An upgraded version of it appears in the Wrath of the Lich Kinglog-in music.
The distinctive leitmotif of Illidan Stormrage, found inside the Black Temple and in various places across Outland. (Unfortunately, the best examples can only be heard by going into the game's .mpq files.) A melody of ominous strings and bitter reed instruments.
And then, there is Arthas, My Son, that song playing behind the incredible intro cinematic for WOTLK.
Silvermoon City is the only city to have separate music for day and night (note that the first two minutes on those videos are the same, being the theme that plays in Falconwing Square regardless of the time of day). It's so awesome it made it into the title theme for both expansions!
Another beautiful piece of Northrend music can be found in the found in the Grizzly Hills, a gorgeous redwood forest with a distinct old American Midwest vibe, complete with lumberjacks, trappers, beavers, grizzly bears, and Native Americans-erm, trolls.
The new Orgrimmar themefor Cataclysm is the perfect representation of the Horde.
And a new entry into the rolls of music tracks that really shouldn't be bad guy themes, Breath of Al'Akir is the sweeping theme of Skywall. Sadly, the main place players will hear this piece is the Vortex Pinnacle.
The theme from the Cataclysm cinematic, Xaxas. Bonus points for awesome: the voices of the Old Gods!
Patch 4.3 released this awesomeness. It almost becomes Autobots, Rock Out! in some places, but it's done so incredibly well that you truly feel like you're fighting against a force that seeks to annihilate the entire world.
The music from Mists of Pandaria gives off an Asian vibe while remaining true to Warcraft. And it is awesome.
Warlords of Draenor's soundtrack is, from the serene tunes of Shadowmoon Valley and Frostfire Ridge, to the vibrant sounds of Gorgrond and the harsh barbaric and tribal tunes of the orc clans, just a glorious soundtrack.
Warlords of Draenor lets you in a sense revisit events from Draenor's past with a mix of Timey-Wimey Ball and Alternate Universe. In the original timeline, the Horde destroyed Karabor and it was a great loss for the Draenei. In WOD, the Alliance intervene in the middle of the Iron Horde's attack and successfully beat them back, turning a defeat in the original timeline to a major victory in this one. During the battle, you fly above on a dragon and shoot orcs while this plays in the background. It's quite amazing. Full video of the sequence here.
The next expansion Legion has it's share of themes. One particularly moving piece is Andin's theme. The theme takes parts of Stormwind's theme and give it powerful vocals.