The Scourge was led by the Lich King. The first Lich King was the orc necromancer Ner'zhul. Using the Scepter of Sargeras, he opened up portals to several worlds on Draenor, causing it to rip apart and become Outland. When he stepped through one of these portals, he found Kil'jaeden. The eredar lord killed Ner'zhul and tormented his soul, then placed it in the Lich King's armor, frozen in a block of ice on the Frozen Throne in Icecrown, on the continent of Northrend on Azeroth.
Although Ner'zhul was supposed to help the Legion as the Lich King, he hated them and wanted to work against them. He started by looking for an individual that he could corrupt, so they could wield Frostmourne, the Lich King's soul-stealing runeblade, and wear the armor. This individual was Arthas Menethil, the Prince of Lordaeron. Ner'zhul sent the Scourge to attack Lordaeron, and afterwards Arthas traveled to Northrend to deal with the threat himself. There, he discovered Frostmourne in Frostmourne Cavern in Dragonblight, where Ner'zhul had flung it to from the Frozen Throne. Arthas picked up the blade, believing he could use it to save Lordaeron. Frostmourne slowly began to steal Arthas' soul, and Ner'zhul was able to whisper to him through the blade, slowly corrupting him. Eventually, Arthas was completely corrupted. He returned to Lordaeron, killed his father, and destroyed the kingdom.
Ner'zhul alerted Arthas that Illidan Stormrage and Kael'thas Sunstrider, sent by Kil'jaeden, were attacking the Frozen Throne and his power was draining. It would not be long before he was destroyed, so he urged Arthas to come to Northrend and merge with him. Arthas hurried to Icecrown and defeated Kael'thas and Illidan. He then ascended the Frozen Throne and shattered the block of ice encasing the Lich King's armor. Donning the Helm of Domination, he merged with Ner'zhul and became the Lich King. Arthas was then frozen on the throne for several years.
While he was frozen, Arthas killed his humanity and Ner'zhul, leaving only him as the Lich King. Eventually, he awoke and sent the Scourge to attack the Alliance and Horde. The factions successfully repelled the attack and travelled to Northrend to fight the Scourge. Arthas expanded the Scourge greatly across Northrend. He created Icecrown Citadel around the Frozen Throne, as well as several other powerful structures across the continent.
At Angrathar the Wrathgate in Dragonblight, Scourge forces were assaulted by the combined might of the Alliance and Horde. Eventually, the Lich King himself came out to confront the threat. He killed Dranosh Saurfang, leader of the Horde forces at the Wrathgate, and later rose him as Deathbringer Saurfang, his finest death knight. The battle was ended when several rogue Forsaken, led by Grand Apothecary Putress, launched catapults of plague onto the battlefield. The Lich King was forced to retreat, and several members of the Alliance and Horde, including Bolvar Fordragon, leader of the Alliance's forces at the Wrathgate, were killed.
The Lich King later raised Bolvar into undeath. Bolvar was mercilessly tortured atop the Frozen Throne, but he refused to submit.
Eventually, members of the Ashen Verdict, Alliance, and Horde assaulted Icecrown Citadel. After smashing through the front gate, heroes of Azeroth fought through the monstrosities in the citadel until they, along with Highlord Tirion Fordring of the Argent Crusade, reached the Lich King atop the Frozen Throne. Tirion was frozen in a block of ice while the Lich King battled the heroes. Eventually, the heroes were defeated, and the Lich King tried to raise them into undeath to serve as champions of the Scourge. Tirion asked the Light to grant him one last blessing and free him. The ice block encasing Tirion broke, and he lept across the platform, shattering Frostmourne with the Ashbringer. The souls of Frostmourne were freed. They swirled around the Lich King, suspending him in the air. The spirit of Terenas Menethil II resurrected the fallen champions, and they defeated the Lich King.
After Arthas died, Terenas revealed there must always be a Lich King, or else the Scourge will run rampant. Tirion prepared to place the Helm of Domination on his head, but suddenly the undead Bolvar called out from the Frozen Throne. As a final sacrifice, Bolvar forced Tirion to place the helm on his head. Bolvar was encased in a block of ice as he became the new Lich King, and he told Tirion to leave Icecrown Citadel for good and tell nobody that he was the new Lich King.
Bolvar was able to keep most of the Scourge pacified and under his control, however some of the forces distant from Northrend, such as the ones in Andorhal in the Western Plaguelands, were unable to be controlled.
The Scourge is technically a playable faction, since death knights start as a member of the Scourge under the control of the Lich King.