In Wyrmskull Village, he appears while players are in the world of spirits while on the quest The Echo of Ymiron. Should players aggro him, the following script event happens:
The Lich King turns to face you.
The Lich King casts "Magnetic Pull" and "Grasp of the Lich King" on you.
The Lich King grins.
The Lich King says: Shamanism has brought you here... Its scent permeates the air. *The Lich King laughs* I was once a shaman.
The Lich King says: No, minion. This one is not ready.
The Lich King says: Do you feel it, mortal? Death seeps through me, enveloping all that I touch. With just a snap of my finger your soul will languish in damnation for all eternity.
The Lich King says: But... It is not yet your time to serve the Lich King. Yes, a greater destiny awaits you. Power... You must become more powerful before you are to serve me.
The Lich King says: Now watch, val'kyr. Observe as I apply pressure. Can you see that it is not yet ripe? Watch as it pops and falls lifeless to the floor.
The Lich King casts "Wrath of the Lich King" on you. "Wrath of the Lich King" killed you.
Aggro him again after resurrecting and re-entering the spirit world, and the Lich King says something different when he kills you:
The Lich King says: Persistence or stupidity? It matters not. Let this be a lesson learned, mortal.
The Lich King casts "Wrath of the Lich King" on you. "Wrath of the Lich King" killed you.
Queen Angerboda yells: Sleep no longer, my love. With the might of the Lich King behind you, the world will tremble.
Queen Angerboda yells: Give me your souls that I might slay the enemy!
Queen Angerboda yells: You will not stop my work here! My husband-king will awaken!
The Lich King yells: Not yet, Ymiron. I have other plans for you. You will serve me better within Utgarde Pinnacle. And if these insects survive to find you again, you will get the chance to avenge your wife.