The Statue of Queen Azshara is located on top of Bloodcurse Isle of Bloodmyst Isle. [85.9, 54.2]
When burned it summons Atoph the Bloodcursed during the quest  Ending the Bloodcurse.
There is also a statue of Queen Azshara in the Tomb of Sargeras, it looks more like a night elf but it has a tail. During the events of Warcraft III: The Frozen Throne it was found by Maiev.