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.
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 eerie tribal music in Zul'Drak really sets the mood. Bonus points for the music around the altars of the troll gods, which features choirs chanting the respective gods' names.
The melodies of the Storm Peaks are quietly dignified and tend to give a feeling of sadness and great age. Mountains of Thunder includes some of them.
The Antechamber of Ulduar. The majestic brass and haunting chants echoing through the ancient Titan fortress's vast halls and corridors... Perfection. Remade as Thaurissans Reach in Cataclysm, where it becomes the de facto dwarven national anthem.
The new Orgrimmar theme for Cataclysm is the perfect representation of the Horde under Garrosh.
The Stormwind theme is quite epic with its choirs and violins, in a "tragic" sense, seeing how the city suffered from Deathwing's attack. Now, it needs its heroes more than ever...
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 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.
Though it may not be as epic as some of the others listed, the beauty of August Celestials cannot be adequately described. It is considered by many in the fandom to be one of the finest songs in not only Mists of Pandaria, but the whole of Warcraft.
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. The track also plays during the Alliance quest chain where you retake Karabor from the Iron Horde.
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).
Anduin's theme takes parts of Stormwind's theme and gives it powerful vocals. Vocals lifted directly from "Arthas, My Son", for that matter... except this time it's not a sarcastic remark about Arthas' fall, and instead a heartfelt acknowledgement of Anduin as King of Stormwind.
Last Stand, a song that plays during important boss battles, such as Helya in Maw of Souls or Elisande in The Nighthold.
Mardum, the Demon Hunter starting zone. It also plays during Invasion Points in Azeroth.
City of Gold perfectly encapsulates the grandeur of the Zandalari.
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). Blizzard even had it rearranged for Legion.
A Call to Arms doesn't appear very often, but it usually shows up when Blizzard wants things to feel particularly epic when going into battle. It even shows up in several of the expansion's cinematic themes in one form or another.
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.
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!