Massively multiplayer online games tend to take up less space on your hard drive than your standard PC game, as the bulk of the data is stored on farms of servers
that power your MMO of choice. However, despite the fact that most of the underlying magic is happening far away from your own screen, MMO clients still take up a number of gigs of space, as laptop users who regularly play different titles know all too well. But since an MMO client is really just an access point then, there's no reason why it has to be tied to any one machine or location, particularly if you're on the go for much of the time.
While the typical solution for some MMO gamers with a preference for portability is to keep their game clients on a portable drive (myself included), even these small drives are beginning to look downright clunky compared to some of the other options available, or soon-to-be available.