Nemesis Raiment

Nemesis Raiment is the Tier 2 set for Warlocks.

Source
Tier 2 drops mainly in Blackwing Lair.

The only exception is the legpiece — which drops from Ragnaros in the Molten Core. Prior to patch 3.2.2 the headpiece dropped from Onyxia in Onyxia's Lair, however it now drops from Nefarian.