In the beginning there were the Silithid. Insectoid horrors that crawled forth from the Well of Eternity just happened to grab the interest of the Old Gods. The most notable of them so far being C'Thun. C'Thun crafted avatars of war from the Silithid, twisting them into humanoid soldiers. These avatars became known as the Aqir. The Aqir are best described as 'evil' though that is always in the eye of the beholder.
The Aqir were one of three super powers in the world at the time, roughly 16,000 years prior to the Orcish invasion of Azeroth. The other two came in the form of the Troll Empires of the Gurubashi and the Amani. The three clashed repeatedly, and the Trolls only managed survival by forging a loose alliance between their empires. The Aqir civilization of Azj'Aqir held up quite well, their war lasting thousands of years, and no ultimate outcome ever came to fruition.
Though there were no winners or losers in the war, Azj'Aqir did eventually split under the pressure. The empire was split between the north and the south. Southern Azj'Aqir became Ahn'Qiraj and Northern Azj'Aqir became known as Azjol-Nerub. Azjol-Nerub was based in the land now known as Northrend, their kingdom twisting deep within the land itself. Over time, the Aqir of the north and south changed their forms, evolving to fit their territory. The Aqir of the north became the Nerubians, dropping their insectoid features in favor of more arachnid-esque ones. To the south, the Aqir became known as the Qiraji. The Old Gods may have played a role in this further transformation, but that is unknown.
The Nerubian kingdom stretches far beneath the surface of Northrend, primarily beneath the region known as the Dragonblight, the dragon graveyard of Azeroth. Though the role the Nerubians play in the Scourge would lead us to believe they're nothing more than physical powerhouses or beasts of burden, they were actually rather diverse, in a caste-based society. Many of the Nerubians were highly skilled engineers, others were accomplished seers and mages, and then the basic warrior and worker castes.
While I cannot state this as fact, it seems as if the various castes have differing body structures to fit their tasks. Nerubian Kings such as Anub'arak are very large and built like tanks. Nerubian Viziers of the Seer caste appear thinner, more spindly. Not a shape made for being in a melee, but good for slinging spells and dictating from behind the scenes. It's a safe bet to say that this is the case across Nerubian society, as their silithid ancestors work much the same way.
Over the many, many years since the split of the Aqir, the kingdom of Azjol-Nerub made many great advances. The depths of Azjol-Nerub are a marvel of engineering, and its library could very well be unrivaled in this world. As mentioned before, while a worker and warrior caste did exist, the Nerubian society was based on knowledge, not raw brute strength. This wisdom and cunning possessed by the Nerubians made them the single most powerful threat the Lich King has come across so far. When the Burning Legion planted Ner'zhul atop Icecrown, he made short work of the human settlements on the edges of Northrend, and washed across much of the rest of the frozen wastes. Upon discovering the Nerubians, he quickly realized that not only were they immune to his plagues, they were also amazingly resistant to his psychic domination. There was no way to easily add this army to his own.
Here begins the War of the Spider. The Nerubians used their underground web throughout Northrend to their advantage, using guerilla hit and run tactics against the Scourge. It went very, very well for a very, very long time. The Nerubians of Azjol-Nerub came closer to defeating and destroying the Lich King than anybody else, but the war was eventually lost by attrition. Though the Nerubians were immune to the plague and telepathic domination, their corpses(which were mummified) could be risen via necromancy like any others and turned on their allies. The former king Anub'arak is the most well known example of this. Formerly a proud and noble king of Azjol-Nerub, he was turned on his people and became one of the Lich King's most loyal subjects. The Nerubian numbers dwindled, and the ranks of the Scourge were reinforced because of it. Eventually, much of Azjol-Nerub was brought down on the heads of its people.
The Nerubian influence on the Scourge can still be seen today, in a very stunning way. The architecture of Azjol-Nerub became the inspiration for that of the Scourge. The ziggurats and citadels are of Nerubian design, made not only for structural integrity, but also empowering their magicks and spells.
Pockets of Nerubian society still exist today beneath Northrend, swearing vengeance for their fallen brethren. If Brann Bronzebeard's exploits are to be believed, the majority of them dwell within The Sundered Monolith, a massive underground citadel in which the Nerubian caste system is still in play. While these Nerubians are understandably incredibly xenophobic, their hatred of the Scourge may mean they will be willing to form alliances with us random adventurers. Perhaps a reputation to grind in Wrath of the Lich King, knocking Anub'arak down a peg for them in a raid zone? Who knows!
One threat within Azjol-Nerub that we can be sure of is the Old God that still dwells in its depths. We saw a piece of it in The Frozen Throne along with its Forgotten One minions, and still it remains. It was confirmed at Blizzcon that this Old God will play a role in Wrath, so that's a chapter of the story I eagerly await.
Now, if you don't mind a little speculation, there may be another power at work behind the Nerubians. If you take a look at the official bestiary for Wrath of the Lich King, you'll see in the Nerubian Vizier entry that "the viziers themselves may serve an unseen emperor." If you have read any of the Warcraft novels or RPG books, there is someone who could be playing a large role in the Nerubian society.
It is not uncommon for Dragons to worm their way into mortal civilizations, helped along by their ability to change forms at will. The most well known example of this is Deathwing's invasion of the humans. In many different places, Malygos' alternate form is described as insectoid. This could simply be a quirk Malygos has, choosing the Nerubians as his humanoid form rather than the typical human or elf, or perhaps the Aspect will play a role in the story of Azjol-Nerub. We'll see when Wrath comes around, I suppose. Until then, I eagerly await seeing what will come next.
For further information on the Nerubians and Azjol-Nerub, I strongly recommend picking up a copy of Warcraft III and The Frozen Throne. Additionally, there is some information scattered throughout the RPG sourcebooks. Other than that, let's sit back and wait for Wrath, and see what the next chapter in the legacy of Azjol-Nerub holds.