(Correct me if I'm wrong here, since I WTFPWN'd leveling my horde with full rest and full heirlooms)

Actually as a whole I feel like the Horde really got the shaft here as far as lore goes. Let's compare, shall we?

*SPOILER GALORE*

Borean Tundra, Horde: Escorting the tanuka tribe out into Dragonblight and seeing the trail of corpses. The phasing feels kind of wonky though - I believe the corpses were there without context before the quest, and after the move the entire tribe is still sitting squat in BT (I know the chief is staying to fight to the death, but everyone else stayed put as well...)

Borean Tundra, Alliance: Thassarian. Kick ass death knight. 'nuff said. (We get the emo horde blood elf version in whatshisname in Dragonblight, but he's too forgettable to be worth a mention here)

Advantage: Alliance

Howling Fjord, Horde: All the plague testing. Nothing stood out really.

Howling Fjord, Alliance: Phasing into the other dimension, seeing the Lich King for the first time, getting pinned and stabbed to death after the LK delivers his long speech. Wouldn't want to sit through it again, but the helplessness that you feel on your first go is pretty spectacular.

Advantage: Alliance

Dragonblight, Horde: Lame! As far as the lead up to Admiral Westwind is concerned, most of the pre-quests are just fodder, compared to the Alliance's version of "go in there and kill that chick". As for pre-Wrathgate stuff, you only get to communicate with Saurfang the Younger just to go do the Wyrmrest Accord fetch quests. The blood oath part for the Tanuka, again, is pretty cool though.

Dragonblight, Alliance: First there's all the memory quests that allows you to witness two scenes from WC3, and discover the fate of Muradin. In pre-Wrathgate you get to discover the identity of the man who re-resurrected KT, track him down, and when that priest-lich whatshisname is about to have his way, Bolvar comes in, REMEMBERS YOU, and then saves the day.

Advantage: Alliance, big time.

Undercity, Horde: Thrall calling down various elements is cool. Sylvanas just kinda sat back there looking pretty though... and god, her lines are ANNOYING. Almost ruins the mood for me if not for the awesome ending with Thrall's almost completely breakdown at the end.

Undercity, Alliance: Mostly just Varian Chin being Varian Chin. Poor Jaina got dragged along for her date whether she liked it or not.

Advantage: Horde

Grizzly Hills: Skipped, so I guess I'll have to go back and finish Conquest Hold now. Not sure if the whatsitsname giant tree corrupted by Yoggy quest is there for the Horde either... if that's the case, then that's another strike against Horde lore quests...

The rest: Mostly not faction-unique, and the Icecrown stuff are all expy of each other so not worth mentioning. If Horde doesn't get something as good as the Brother Bronzebeard in Stormpeak then that's another score for the Alliance.

In conclusion: Horde got the shaft lore wise in Wrath.