The Upper Kingdom is one of the sections of Azjol-Nerub, the other being the Old Kingdom. (and subsection Inner Kingdom). Controlled mainly by the undead, with a small section under the control of dwarves, Doorward.
Warcraft IIIThis section concerns content exclusive to Warcraft III.
The Upper Kingdom was the area seen during the mission "Ascent to the Upper Kingdom." It was semingly only seen in that mission. It encompassed the sections of Azjol-Nerub stretching from the area beyond the fight with the Forgotten One to the Azjol-Nerub entrance to Icecrown.
DescriptionThis section concerns content exclusive to the Warcraft RPG, and thus unlikely to be canon.
This area includes more recent structures, built when the nerubians grew too numerous to stay below. The War of the Spider was fought through here, so much of this area is destroyed. The Scourge now occupies this level; they've reopened damaged passages and cleared rubble-filled tunnels, but they did not bother to repair the many statues, friezes and murals that were ruined.
On the surface of Upper Kingdom of the shattered kingdom of Azjol-Nerub, pillars of ice pierce the land like the teeth of an enormous beast. Perhaps it was wise that heroes recruited an ally from the native inhabitants.
Wrath of the Lich King
Judging by its location, Naz'anak: The Forgotten Depths is probably a part of the Upper Kingdom.