Ion Hazzikostas aka WatcherDev on Twitter has confirmed that the Black Market Auction House will be making its appearance in Warlords of Draenor, just in a new spot.
It's no big surprise that it will be moving. It's current location isn't particularly convenient for players who aren't hanging around in Pandaria, which, once the new expansion drops, will be most of us. Interestingly enough, though, it's moving in 6.0 -- before the actual expansion release -- which implies to me that it won't actually be on Draenor. I could be wrong of course, but this makes sense to me, because, if the BMAH is truly an Azeroth thing, why would you find it on a new, alternate-timeline planet? Still, I'll be interested to see where it ends up.