When Arthas traveled to Northrend the first time, his intention was to kill Mal'ganis, the dreadlord demon who, at the time, Arthas thought was the primary source of the Scourge. In fact, Mal'ganis had deliberately provoked Arthas with the destruction of Stratholme as part of a plan to corrupt the prince into taking up Frostmourne and becoming the champion of the Scourge.
What Mal'ganis had not considered was that the Lich King would then use Arthas against the Burning Legion.
The original Lich King was the spirit of the Shadowmoon Orc Chieftain Ner'zhul, bound to a suit of black armor, sealed within a crystal of magical ice, and sent to Azeroth. The Scourge was basically intended to replace the Horde as the Burning Legion's vanguard in Azeroth. The Orcs had been cut off from the corrupting influence of the demon, but more importantly, they had failed to secure Azeroth.
In the Scourge, the Legion had found a much more subtle, and much more insidious weapon than the Horde. Mal'ganis was one of a few Dreadlords (demons who seem to occupy some of the higher echelons of the Legion's hierarchy) whose task was basically to make sure the Lich King stayed on task. (The others were, if I recall correctly, Balnazaar, who corrupted the Scarlet Crusade into the Inquisition-like insanity that it embodied, and Varimathras, who "defected" to serve Sylvanas before betraying her during the Wrathgate Incidient.)
The thing is, the Lich King, despite essentially being a soulbound construct created directly by Kil'jaeden, was not at all bound to the will of the Legion the way that he would later bind the Scourge to his own.
We don't really now how all that Fel, demonic magic created the icy power of undeath that the Lich King wielded. If I had to guess, something that Kil'jaeden had not expected factored into the creation of the Lich King. We know from Draenor that Ner'zhul had access to Void Magic - something he turned to in desperation so he could prove himself useful to the Iron Horde. This Void Magic allowed him to raise the dead, which really seems to strongly suggest that it is this power, and perhaps not the demonic powers that Kil'jaeden imbued him with, that he drew upon to become the lord of the undead.
In fact, the relation between the Void and the Fel has kind of been a motif in Tanaan Jungle and Hellfire Citadel. We've seen the Legion employing lots of dark, purple void energy in contrast to its usual green fel fire. To be fair, we've always seen Voidwalkers working with the Burning Legion, but at, I believe last year's Blizzcon, Blizzard stated that, while mechanically a Warlock's VW is a demon, lore-wise, it's actually something different (and the void walkers we see in Shadowmoon Valley are classified as Aberrations.)
I think that Kil'jaeden unleashed something much bigger than he meant to when he created the Lich King. Ner'zhul had become desperate enough to open so many portals that he destroyed Draenor, so you can probably imagine that he had crossed the Void Magic threshold by then.
Mal'ganis made a brief appearance in Northrend - revealing that he had possessed the corpse of the Scarlet Crusade's Grand Admiral to bring about the Scarlet Onslaught. The Scarlet Crusade was always a puppet organization for the Legion. Mal'ganis' colleague Balnazar possessed one of its founding members. To be honest, I actually think that it was a misstep to allow Mal'ganis to show up in Northrend, as Frostmourne should have trapped his soul when Arthas killed him. Still, regardless of that issue, now that Frostmourne has been shattered, Mal'ganis would be free anyway.
The point is, he's at large.
Speaking of those who remain incredibly hard to kill: When level 60 raiders (very few of them, because it was the final raid tier in an era when hardly anyone raided and there was nothing remotely close to a "catch up mechanism,") defeated Kel'thuzad in Naxxramas above the Eastern Plaguelands, they took his Phylactery - the vessel where a Lich keeps his or her soul, allowing him or her to reconstruct a new body without fear of dying. Players took his phylactery to an Argent Dawn priest named Inigo Montoy. However, despite his name being a reference to a very likable character in the Princess Bride, Father Montoy was actually a Cult of the Damned turncoat, and returned the phylactery to the Scourge, getting transformed into a Lich himself as a reward.
This allowed Arthas to have his chief lieutenant return to the field of battle in Wrath of the Lich King, where a revamped Naxxramas served as the primary raid of Wrath's first raid tier (most players didn't mind that it was a repeat, as only a tiny number of people had ever run the original Naxx.)
The thing is, when we defeated Kel'thuzad this time, we did not pick up his phylactery at all. We looted him and buggered off. Subsequently, we did kill Arthas, and while his death led to the crowning of a new Lich King, it was clear that the Scourge had been defeated, even if it wasn't eradicated.
So what, you ask?
Well, in Spires of Arak, we come across Admiral Taylor's garrison and find that it has been wiped out - all of its inhabitants now reduced to ghosts - though we thankfully manage to restore their sanity to them. The massacre of the garrison is the work of Ephial - one of Taylor's lieutenants who came to Draenor as part of the fight against the Iron Horde.
Ephial is clearly a necromancer - when he removes his disguise, he even has the model used by Gothik the Harvester and Heigan the Unclean, which is based on the old WCIII necromancer model. We ultimately kill him (after he turns Taylor into a Lord Marrowgar-style bone construct) but he makes mention of a "master" he is serving, and we never find out who that master is.
To be fair, we don't even know that Ephial was Scourge. He could have been imitating the Scourge, experimenting with necromancy. But the state of the garrison really, strongly implies that Ephial represents a latter-day Scourge effort.
So who could be his master?
Well, Ner'zhul was raising the dead in Shadowmoon Valley. A die-hard (and old-school) Scourge adherent might have a special reverence for Ner'zhul (even though Arthas, clearly the stronger will, consumed Ner'zhul's mind and will when the two of them merged.) Ephial wields a Shadowmoon-style staff, so it's possible that he sees in Ner'zhul a second coming of his liege. On the other hand, there's nothing to suggest that Ephial even met with Ner'zhul B, and the latter didn't seem to have any interest in working with any non-Orc mortals.
Theoretically, he could be working for Mal'ganis. With MG on the loose, and the Legion clearly intent on invading Azeroth big-time, Mal'ganis might have been given the task of attempting to salvage the whole "Scourge Project" that went so wrong when the Lich King rebelled. The Scourge in the hands of the Legion is a particularly dangerous force, as we saw in the Third War. On the other hand, nothing we've seen of Legion suggests any Scourge presence there. The only Wrath elements there are the Vrykul, and it looks like we're specifically seeing them to see what they were like without the Scourge's influence on them.
So my money is on Kel'thuzad. KT was the founder of the Cult of the Damned. He was devoted to the Scourge in life, as well as in death. He had a personal connection to Arthas - yes, Arthas was the one who killed him, but in death, they were actually close friends. Arthas destroyed most of Quel'thalas to bring Kel'thuzad back as a Lich. But I think another very important factor is that, while Kel'thuzad served Arthas when the latter became the Lich King, Kel'thuzad had precedence. It's unclear exactly how much complete mind-control Bolvar has over the Scourge, but one could imagine that some of the Liches and Death Knights have a degree of autonomy, and you can imagine that a lot of those people are upset about Bolvar's "not killing everyone" policies as Lich King.
Kel'thuzad would be a figure that the Scourge's old guard could rally around. To the extent that an undead army needed propaganda, Kel'thuzad was the mind behind their most effective stuff.
Blizzard allowed the Scourge to persist for a reason. It seems inevitable that we'll eventually face them again (though where the venue for this conflict will be is debatable.) The events at Admiral Taylor's garrison served as a harsh reminder that the Scourge continues to be a threat to us. Bolvar is holding the reigns for now, but can he do that forever? Perhaps we've seen the first instance of his grasp beginning to slip.