The Return to Northrend

Chapter 4 of the Undead Campaign, Act III "Legacy of the Damned" in Warcraft III: The Frozen Throne.

Arrival
Upon Arthas' arrival to Northrend to save the Lich King, he encounters some Blood Elf scouts and finds out about Illidan's plans. Arthas then encounters Anub'arak, a crypt lord who was sent by the Lich King to aid Arthas on his journey to the Icecrown Citadel. Anub'arak tells Arthas about a "shortcut" to Icecrown, the ancient, underground kingdom of Azjol-Nerub. But before the kingdom can be accessed, the blood elf resistance must be destroyed.

Passage to Azjol-Nerub
After Arthas and Anub'arak manage to banish the blood elves from the nearby shore, they will also encounter Illidan's naga and their leader, Lady Vashj. Arthas finds out about the allegiance of Vashj's naga and Kael'thas' blood elves to Illidan Stormrage. Both races have established bases near the passage of Azjol-Nerub, and with the help of Anub'arak Arthas and his Scourge manage to destroy the both bases and continue their journey to the spider kingdom.

Trivia
In this level, Arthas and his friends may encounter the grand Penguin King.