Cathedral of Darkness is a cathedral located in southwestern Icecrown. The cathedral is filled with Chosen Zealots (who hit hard) and is involved in the quest Tirion's Gambit. The Lich King makes an appearance during the quest event. It would be assumed that the Cult of the Damned religion is practiced here, i.e. where they worship the Lich King.
External links
Wowhead - Chosen Zealot - http://www.wowhead.com/?npc=32175
Wowhead - Tirion's Gambit - http://www.wowhead.com/?quest=13403