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In Wrath of the Lich King EditThis section concerns content exclusive to Wrath of the Lich King.
In Burning Crusade EditThis section concerns content exclusive to The Burning Crusade.
In the Ghostlands, there is a group of murlocs, called the "Grimscale", who retain their free will in undeath, though at the time it is stated by  that it is unclear whether this is caused by a natural resistance to the will of the Lich King or if the undead murlocs, like the Forsaken, broke away at some point from the Scourge. This question is pretty much answered when you meet the mur'ghoul and find out they're being controlled by the Scourge. Meaning that the murlocs in the Ghostlands probably broke free from the Scourge like the Forsaken.